I'd be paranoid that I was being watched by drug dealers who would try and intercept me on the way to the police station. Or more likely that the local cops were paid off. Not sure how much I'd trust the justice system there to get to the truth either.
If you act in compliance with the wishes of criminals, as if they were holding a gun to your head, without them even lifting a finger, you are rewarding them greatly to your detriment.
If fear you are being watched is going to color your thinking, rightly or wrongly, then you must get assistance immediately. There is no way to out think imagined foes without someone with clout to watch your back.
Even if the local police are worthless, the fact that you went to local law enforcement for assistance will probably be possible to establish at trial.
The reason willing mules are punished harshly is because they know they have something worth stealing, so when the package goes "missing" there is an obvious guess as to why. If you cannot keep your willing mules under control, you are instantly doomed as a criminal.
Stupid ignorant mules can only be expected to act stupid and ignorant. I find it unlikely anyone would bother to punish them for being slightly less stupid than originally expected -- but I suppose anything is possible. The criminals would be spending resources to harm someone already under law enforcement scrutiny; sounds like an unnecessary risk for no positive gain.
