Because it hasn't passed all the network tests, most mobile networks would block an entirely random IMEI, so they suggest you type in the IMEI from your old phone (as long as it's 4g - if it isn't, they have a support email address you can contact and they'll give you an IMEI that works in your country)
Even the legit Umidigi A3 Pro's (which cost $80, and have proper certifications) have an 'imei change' tool.
I'll wager the opposite. Of course it's not legal anywhere, but I don't expect any customs people to be able to tell that a phone comes with an changeable/unapproved IMEI.
