My concerns are not unfounded. The mysterium team has even put out public responses to their node runners being raided by police for distributing illegal content. All I was initially asking for was their guidance and best practices for dealing with and minimising the risk of these potential issues which can be found here:

Tips for Running an Exit Node in a Distributed Network | dVPN Alliance

If you’re running an exit node for a distributed virtual private network - this is the place to start understanding your risks and liability.

Perhaps this is equivalent to being scared to catch a flight because sometimes planes crash but I think it is reasonable to understand the risks and guidance around participating in something that could make you a target.