Reference: http://www.alfawzan.af.org.sa/node/15766
Question: What is the ruling regarding [performing] hajj without a [government-issue] permit; there are some [hajj services] groups which don’t have a [government-issue] permit – and they take along with them pilgrims who [also] don’t have a [government-issue] permit. Is such a hajj considered correct? And are these people liable for sin when they fulfill an obligation in this manner?
Response: Such a hajj is correct, however there is sin attached to it; along with doing so contrary to the regulations which the government has introduced for the benefit of the people as well as the pilgrims. So, obeying the government is an obligation – because [in introducing these regulations] they are for the benefit of the people, as well as regulating the hajj.
So his hajj is correct, however, he is considered as having sinned by performing hajj without a [government-issue] permit. So the Muslim must not commit a sin in order to fulfill a voluntary religious act – that being the case if he has previously done hajj, then any additional ones will be considered as voluntary. [Importantly] disobedience to the government is prohibited, so the Muslim should not fall into haraam just to fulfill a voluntary religious act.