If you get caught by the authorities making moonshine your moonshine still will be destroyed and confiscated and put in for evidence.
You'll also be arrested and likely be sentenced to 1 year in jail and/or a $2,500.00 fine for your first offense and if you have a second offense you could go to prison for 5 years plus have another $2,500.00 fine and sometimes more.
Moonshine is not safe to make or to consume plus the government is unable to collect tax revenue from the sales of the moonshine so those are a few of the reasons that moonshine making is illegal.
It's not worth the risk of getting caught making moonshine however most people who do make moonshine do so way back in the woods where no one hardly comes.
But still government planes can and do fly over so they could still see your moonshine still so I would not recommend trying to make moonshine.