[grey-area]

Governments can simply take the private keys if they wish along with your computer. Come up with smart ways to avoid that (but I'll memorise the private key!) and they'll just lock you up instead.

In the case of coins moving through exchanges, they can simply take the coins instead by threatening the exchange.

In many other cases they can also catch you when you try to use the money by converting it into a currency that people actually use to transact like USD.