I've done my share of skirting the law. I choose to smuggle my goods into a castle sore behest by a siege, where the men there were starving. Onions and fish in the end tide them over, but I was still a criminal, and the lord there insist I must pay for my crimes, while being knighted for my good act.

(( It's because of this demanding of justice is why Davos is so loyal to Stannis in the first place.))