Morality aside: To be fair, having ran many legitimate businesses and knowing few people that did the opposite, I must admit that the difficulty level in running "elaborated grey activity" is actually quite complex, people have this belief that it's actually "easier" but I doubt it's the case, many many more guardrails (accounts, anonymity, money where it goes, how can it be sustained...)

That's right. That shit is hard. But it's the only possible niche for someone who's an outsider and doesn't have a Valley network: do something legit companies can't do for regulatory reasons. Otherwise, well-funded companies with deeply networked founders where both funding and actual sales are done between people who knew each other from school or are relatives, they will just eat your market and will never even notice you.