They're replying to an externally-established connection. The packets they're sending are going to a local router.

If you posted cocaine from your cocaine-legal country to an address where it was illegal, and you followed all the regular customs labelling rules, I'm not sure you should be liable. And you shouldn't be extradited either. Even the UK demands that extradition offences would have been criminal had they been committed in the UK. Now I'm sure in practice, you'd find yourself in trouble immediately but I don't think it's fair.

The ramifications of laws like this is everyone needs to be Geo-IP check every request, adhere to every local law. It's not the Internet we signed up for.