Having worked as a programmer for twenty years, most of that as a contractor (hence a different employer about once a year), I have never been asked to do anything illegal. This isn't said to mean no one is, but rather that, if you are asked to do something illegal, it is weird. It isn't the normal, messed up capitalist system, it isn't typical bureaucratic nonsense, it isn't the imperfect state of the world we live in. Most companies don't ask their programmers to do something illegal.
Therefore, if you are, you should leave that company, pronto. They're weird and probably desperate, and it is likely to get even worse. It's not normal. Get out, quickly.
Unethical, morally questionable, in poor taste, impolite, unprofessional, or underhanded is pretty normal and you can find it in every job in every industry and you might not even realize without the benefit of hindsight that what you did was any of those things. But illegal feels different when it happens, even if you don't know exactly the law something will be off. You'll be apprehensive in a way you weren't before, people around you will act different, this little pit of anxiety will form in your stomach even if you haven't done it yet.
Therefore, if you are, you should leave that company, pronto. They're weird and probably desperate, and it is likely to get even worse. It's not normal. Get out, quickly.