The way I see it, there's a difference between questions about illegal actions and answers promoting illegal actions.
I think questions asking "Should I do x (even though x is illegal)?" should be closed as oppinion based.
A well-written question should ask "Is action x illegal?" instead of "Should I do action x?". Granted, this kind of question is probably off topic here and it may depend on the location of OP. What is illegal in one place might be perfectly fine elsewhere.
Let's assume someone posted a question that is clearly on-topic and someone else posted an answer promoting an ilegal action. I see no difference to someone posting bad advice or a factual wrong answer, so downvoting it seems like the right course of action. Since some actions are illegal only in some countries, leaving a comment for the author is a courtesy we shouldn't forget.
However, if someone promotes violence, like killing or injuring animals or people, the post violates the Code of Conduct and should be flagged for the mods.