I hate that they put that list like that: "Private jets full of gold. Missile-guidance systems. Unbreakable encryption. African militias. Explosives. Kidnapping." One of the things in this list is not like the other.
You mean private jets full of gold that are actually legal (though probably evading taxes) as opposed to the illegality of all the rest?
Actually, a private jet full of gold would be definitely illegal to attempt to fly: it would weigh more than the allowable take-off weight.
Furthermore, there is no way a private jet full of gold would actually fly. It would be too heavy to succeed in taking off. Gold is extremely dense, almost as dense as lead. You could put gold in a private jet, but it wouldn't be "full of" gold; there'd have to be a substantial amount of unused space for the thing to fly.