I don't ever remember banning someone for this or sending them to jail. The border is in place to stop the server from running out of storage space and corrupting the world. Crossing the border would defeat that purpose and could cause quite a bit of headache. While I know there are ways to build blocks past the border, I don't think you could get far enough from the border to cause issues. That being said, if you were able to find a way past the border far enough to load new chunks, I would suggest not turning back for the good of the server and the good of you not getting in trouble.

Short answer: Yes, if causing issues for the server.