First, Skyler was practically a hostage, and an unwilling participant at best. I would describe her more as an abuse victim who still stays with her partner than a collaborator.
But to answer your question it's always going to be a case-by-case basis because it really depends on the impact of what they're doing and the harm it causes.
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Defrauding the government? Meh, the government has been fucking us for generations, turnabout is fair play.
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Stealing from some oligarch? Shit, need a partner? Eat the rich.
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Embezzling from your small-business employer? That's more likely to have a direct impact on your coworkers so I'd be concerned but still probably not.
But more serious stuff like dealing hard drugs to kids, selling guns and bombs to crazy people, killing people, blowing shit up, etc? Yeah, now we have a problem. Now, what gets done about that problem also depends on the person, the activity, and the circumstances.
- My husband came after me with a knife so I shot him? Cool, gimme a call if you need help hiding the body.
- Help I accidentally murdered someone (and it really was an accident)? Gray area, the law probably needs to get involved but I would encourage them to come forward themselves rather than turn them in. If they had a compelling reason not to I might help them or might stay out of it depending on circumstance.
- My wife wouldn't let me turn our home into the set of a realtiy TV show so I could be a star so I beat her to death (an actual thing that happened)? Hello officer, it was this guy right here.