[rwmj]

It should be more legal if anything. The problem are countries like Japan/China/Korea which prevent you from holding any other citizenship at all. "Don't tell" is not really an option - if they find out they'll tear up your citizenship which can leave you with a big problem if you are living there or ever want to visit.

[tasogare]

That’s wrong in the Japan case. Japan permits its citizens to hold both nationalities when the second one is acquired at birth. Moreover the government doesn’t hunt them in any way. Sources: multiple half-Japanese friends + the web.