"记得刚来的时候,因为什么事和一个本地人讨论,我疑惑地问,是不是合法,他立即回答,that is not your business. 后来工作,开会讨论方案的时候,也被老板好几次说了,that is not your business. "
That is a different area. Whether or not the business is illegal is certainly not your business, it is your boss or the president of the company's business. If you keep asking such a stupid question to your boss, it seems you suspect your boss' ability.
However, with regards to yoour personal affairs, whether or not following the laws is your own business. Nobody can help you if you make a wrong choice.