In the case of DAZ Studio, it's unlikely that there will be any problems, but many assets are easily recognizable and I personally prefer to have all the receipts for the assets in case someone for some reason suspects that I've made illegal use of it or some crap like that. But if the author of the game has a company, then I 100% recommend buying all the assets without thinking twice, because nobody wants to have a company that is legally registered and everything, but that is infringing copyrights, the problems for these cases can be extremely severe.
In the case of games with Illusion stuff, I think it's hard for anyone to try to sell it in serious stores (although I've seen at least one case of a game copying Hunie Pop but using assets made in Koikatu being sold on Steam). The guy selling HS Tutor is an Italian who has a website dedicated to selling dozens of erotic games he finds on the Internet, translates them into Italian, and pretends to be the owner.