In the United States it isn't illegal for people to show up and tell everyone that they should change how they live and how things are run, even if those people are foreigners. Themyscera was not a hidden place in the Wonder Woman universe. They actually invited foreign dignitaries there to show how how awesome their utopia was. Didn't work out very well but Wonder Woman was a fully accredited ambassador. Now in the Bronze Age, things were a little more ambiguous. It was no longer a secret that Paradise Island existed, but the precise location was concealed and men were forbidden to go there. But Wonder Woman was a member of the Justice League and the Justice League operated on a world wide basis with permission to come and go granted by all but a few rogue nations. But in World War II or right after, if it was revealed that she was a foreign agent posing as an American, there would have been real trouble.