I know what you mean, the simple answer to that: you can't run away from the government. But if you talk about insignificant amount of money then it does not matter much.
Very risky indeed if you are too forced to make individual withdrawals from everyone who wants to buy or exchange them, I strongly agree that we cannot be completely out of the scope of the government but I believe the government provides better security by withdrawing from the bank, where stay? maybe there is like a Bitcoin ATM or something like that if there isn't already there isn't too much to do and the bank is a good and safe choice than others for now.