Obviously, when working you have to follow the law both in the country where you live and the country where you work. Even in the case of remote work. Sadly, even if you just consult. So you can be pretty sure: highly illegal.
Weird take on legality. They're working American jobs, breaking American law. Yes it matters.
I'm sure American law enforcement will get the chance to arrest them next time they set foot in the US. Or maybe DPKR will extradite them, who knows?
If we could prosecute and incarcerate them, how likely is it that a US prison is still an improvement over living in North Korea?