How exactly, practically speaking? If you just walk around and tell people that you're a Kosovan, or post about it online, they'll think you're either a milita

How exactly, practically speaking? If you just walk around and tell people that you're a Kosovan, or post about it online, they'll think you're either a militant/reactionary agitator or a lunatic. You might get some dirty looks, but you're not going to get thrown into prison. If you're talking about taking real political action, sure, that would be a bad idea. But I can think of a lot of similar things (effectively things that aim to destabilize the government or foment civil unrest) that are similarly illegal in places like Germany/UK/etc.