You know, you’re probably pretty safe. It’s the exceptions you hear about, not the rule. If you’re that worried about it, better safe than sorry. But I also live in a country where eroge is illegal (though for different reasons, due to 18+ games being illegal) and I’ve never run into problems.
every time you read loli eroge you rape 10 children
don’t rape 10 children
There are a number of games you can buy in pure-download form if you’re particularly worried about customs filching your stuff.
Plus it can be a good bit cheaper, factoring in DL discounts, shipping expenses, intermediary costs etc.
Also, with DMM allowing gaijin customers now, the available range is greater than ever before. You can get things like Sharin no Kuni through DL sales.
Of course, then you miss out on the packaging, but after the initial ‘cool’ factor, you start getting sick of eroge packages taking up way too much space and realise that you’re never going to play Lycee or Weiss Schwarz or any of those other trading card games even though you’ve probably got enough promotional cards for both to actually play the games, just from eroge pack-ins >_> And the artbooks! Nice, but when I play the eroge I’m going to get to look at all that pretty art anyway! No need to have it in a book!
(no, you can’t have my tokuten. no matter how much I complain about it =P)