it happened in Germany in 1920s and 30s when the jews had too much gold.
so yes having a certain type of money can get you killed..

more recently Argentinians cant own gold and im sure that anyone caught with USD in north korea (that isn't connected with the ruling class) would probably be jailed or shot.

atleast BTC and other crypto are easier to hide. if you keep your private keys in your head or your entire BTC environment encrypted on your computer.. who's going to know you have them?