Depending on the rules of the state, one might need to pay sales tax on food items. Thus, If I buy my arba minim off of some vendor and pay in cash, there is a non-zero probability that somewhere in the chain, there was some sort of tax-evasion issue.
This potentially raises an issue of גזל. see Choshen-Mishpat 396:6)
ולא עוד אלא שהמבריח ממכס זה עובר (על לא תגזול) מפני שהוא גוזל מנת המלך בין שהיה מלך ישראל בין שהיה מלך עכו"ם
Roughly translated (and one would need to look at the commentaries to really get down to the exact meaning and king/government equivlence), avoiding taxes is literally stealing no matter if the government is jewish or otherwise.
Basically, it seems to me that there's a case for claiming that such a lulav is "lulav hagazul" and therefore not kosher. I was wondering if anyone was aware of any sources discussing how much one needs to worry about this.