No, region-free players are entirely legal in my country and OP's.
(And it doesn't "break" any codes. The unit itself is simply uncoded so it doesn't reject discs based on their coding. It does nothing to the coding on the actual disc or alter its contents/protections. I won't dispute that they're illegal in some countries because I don't know the laws of every country, but they are absolutely, indisputably legal in many countries.)
Re: Very unpopular opinion
(And it doesn't "break" any codes. The unit itself is simply uncoded so it doesn't reject discs based on their coding. It does nothing to the coding on the actual disc or alter its contents/protections. I won't dispute that they're illegal in some countries because I don't know the laws of every country, but they are absolutely, indisputably legal in many countries.)