

Running a Tor relay, even an exit node, is not illegal in most jurisdictions. However, exit node operators may receive a large number of abuse reports and legal threats, which they must properly answer to avoid further trouble and that’s why it’s not recommended for the individuals to run an exit node.
For those living under authoritarian regimes where Tor might be illegal, the risks are obviously significantly greater.
Depends who you ask I guess, but at least Tor isn’t illegal there, is it?