It's insurance for the tournament, so you definitely won't get caught. Although, there's a suspicion that if you die and it's removed (which are the main risks in terms of getting caught), you'll still be caught. And besides, it will be very useful for returning to Margel. Probably, Revan added it for this reason.
Are there bets on the tournament? If so, we can take a risk and buy it for the second round, if we're lucky.