I don't think there should be much need to go on panic over the purchase of bitcoin else you buy from a suspicious entity that has a tag of crime or fraudulency, on a normal purchase from a reputable exchange there should not be any challenge or query to how you got your bitcoin acquired since government knows about the presence of many exchanges while bitcoin on itself is an acceptable means for making payment, but you have to as well give caution to stuffs you do online in other not to place you on a suspect zone, i remember how Binance recently block some users account from some specific locations because of the suspicious activities.