It's highly unlikely Intel will come after you. If they wanted to shut it down they would be shutting down the sellers on ebay, but it seems like they are ok. I've seen posts from Intel people on forums recommending against their purchase and warning that they are unsupported, but no threats towards users.
However, the danger is, especially with earlier ES versions, is that they may have bugs and/or missing functionality that could range from mild to serious (I.e. Issues with certain computations or instability). I wouldn't trust them with any job essential to your work. QS (qualification samples) are often much safer since they are much closer to the release version but even still there can be problems... After all, it isn't uncommon for early versions of retail processors to have bugs. Probably safest to get used retail Xeons.