Illegal? Seriously? What specific crimes did they commit?
Frankly I don't believe you. I think you're exaggerating. Let's see the logs. Put up or shut up.
Fraud is a real thing. Lying or misrepresenting information on financial applications is illegal in most jurisdictions the world over. I have no trouble believing that a sub-agent of enough specificity would attempt to commit fraud in the pursuit of it's instructions.
Do you think that AI has magic guardrails that force it to obey the laws everywhere, anywhere, all the time? How would this even be possible for laws that conflict with eachother?