To be fair (and correct me if I'm wrong) that version is in gun-mode, and customs have these shape-scanning devices that'll pick up anything that looks like a gun.
They might not have bothered to get a scan of mp-36's robot mode by then (bigger fish to fry). That's why you should wrap it up as a present so the obvious box-mode "this is a gun toy" imagery isn't there for the eye to see.
Not that I'm advising that. No.