The shadiness largely comes from the fact that transporting insects can be a risk to the environment. Permits to ship live ant queens are not hard to obtain, but there are laws that prohibit certain species from being shipped to certain areas.
The permit also covers obligations for the recipient, such as ensuring that no pathogens are left on the packing materials and that you dispose of the insects properly, if necessary.
https://www.ecfr.gov/current/title-7/subtitle-B/chapter-III/...
