Consequences: big fine, etc. Also most insurance policies require the vehicle to be properly taxed and MOTed, so also uninsured, which, if detected (and there's plenty of ANPR-equipped police cars that can do it) will result in instant seizure of the vehicle.

Funnily enough, people don't "roll coal" in the UK.

Because even if it wasn't illegal, the tutting and eye-rolling would literally shame them to actual death.