It's actually not, when it comes to lets say, RS. Jagex hate rwt duh, but Valve actually recognise it will always be around and so allow it to occur however they won't reimburse any items etc lost by being scammed etc..
It's not ILLEGAL, but I'm sure that it breaks their terms and conditions, which probably means that you will be at risk of having action taken against your account. As for facing and legal issues, there is very little chance of that.