There's another aspect to it that you asked about in the text of your question (not the title). And I'm not trying to "call any other answers wrong", but you may be interested in some other thoughts.
"I'm not sure it's illegal": No one knows all the law.
The gray areas are a big problem. Very few people have read the statute, to say nothing of the developed case law.
Seriously. A lot of people can't tell murder from self-defense, and the USA has an endless parade of court cases where that is the matter in dispute! (disputing the facts and how the law applies to them).
But most of the time, when people can't figure out if something is a crime, and where these distinctions matter, it's a smaller matter like tax fraud. So I disagree with your "big or small shouldn't matter", it kinda does.
On a wobbler, asking actually helps you
Again this is more likely on smaller matters.
When criminality is not entirely clear, it greatly aids your case when you consult licensed experts. (and follow their advice).
It's all about mens rea, or "guilty mind". If you didn't intend to commit a crime, showing that you consulted counsel and followed their advice shows that you did not have a guilty mind. In my country criminality is based on "guilty mind".
For instance, to the American IRS tax authority, showing you followed the advice of your CPA reduces it from "tax fraud" to "tax error" and you get away with simply paying back tax and interest. Played for laughs on Breaking Bad, when Benecke was shown to have relied on a tax accountant who was incompetent. (this wouldn't work in the real world because the CPA's lack of qualifications were obvious.)
It's not as generally effective on big crimes, because how do you justify asking your attorney how to rob a bank? You can't. So it must be a reasonable person's inquiry, so it must pertain to your lawful activity such as being a bodyguard or police officer, e.g. "Rules of Engagement" for when you can shoot a citizen. In fact police departments have good legal counsel on this who develop training programs. As long as the training program is reasonable, an officer saying "My behavior conformed with our training program" will more easily convince the jury. (even if the training program is wrong in law).
Another example: Suppose I am a Holocaust museum. In my country political campaign expenses are not tax deductible, so organizations that benefit from tax deductible contributions are not allowed to politicize except "de minimis lobbying". However, the government is planning to pass a law prohibiting possession of "things connected with terrorist acts", which is basically our whole museum. What does "de minimis" mean here? Are we allowed to go whole-hog to fight for a law that is directly in our interest? That is exactly the kind of situation where the tax authorities want you to talk with experts.
Again, if you are earnestly making effort to avoid violating the law, that removes mens rea (guilty mind).
One other thing: lawyer discussions are privileged
Your conversation with your lawyer and tax accountant are privileged, meaning not admissible in court. (the lawyer/accountant can't narc you and can't be forced to testify as to your conduct).
Which means, if you have any questions about a crime, your lawyer is the one person you CAN talk to about it. (or your accountant if it relates to money).
Talking to someone not retained as YOUR attorney or accountant is not privileged at all, and it can be damning evidence against you if someone says "Yeah, defendant talked to me about doing that crime".
