Running cia requires cfw, and pretty much all cfw nowadays removes the region lock. .cia connects online with your system's header, and, assuming you are using a European console connecting to a Japan exclusive game, may set a red flag for Nintendo to ban.
However, there have been a very low amount of bans from this (as far as I know)
I also think some games won't connect online if there's a region mismatch. Triforce heroes comes to mind, but it's probably the only one?