Yeah that's call respecting private property something Indians don't know. Living in your neighbor's house with his permission is a different thing, but without his consent if you are going to do something, people in India are going to be pissed at you, call the inefficient police(probably), and people in America will shoot you before calling police.
But as long as you don't do these things without a criminal intent, nobody in America is going to shoot you, even if they do, they are going to jail. Your cousin just over-exaggerated the whole thing, so did you.