Apparently, it depends on where you live. Some countries, like North Korea and Russia, aren't so friendly towards Bitcoin. It certainly would be illegal to hold Bitcoin in one of these jurisdictions, under certain circumstances.
It may be true, but I see north korea and Russia does not have a policy that describes the user bitcoin, just that all countries in the world have yet to know closer about bitcoin. So all users of bitcoin anywhere using bitcoin illegal manner, for all countries in the world is not yet legalized bitcoin