Advice from an old role playing book: "The police forces are capable of keeping the peace."
Longer explanation: You have a universe. The universe has rules. It has means to enforce those rules (otherwise, other rules would be in effect). But (for practical reasons) the setting has to be somewhat "stable". Stable always means rules and rules always means someone with the power to enforce them.
Which means you can only run around with a very powerful (= dangerous) weapon if this is 100% OK with the rules of the setting.
Example: In our game, we stumbled over nuclear warheads. And, stupid as we were, we decided to keep them. So we create an elaborate hiding place, camouflage. It was a lot of fun, actually.
But the GM considered the rule above. So without us noticing, a lot of people suddenly had us on the radar: Secret services, the mob, pirates, you name it. Top players in the power games. People who got into their position because they know their stuff.
Of course, we could fend them off a while but eventually, the police noticed that something was going on and 4 hours later, our pretty faces were on every billboard in the universe with the words "Shoot to kill!"
Being friends with a very important person eventually saved our necks without too much collateral (I think a star destroyer was ... err ... "lost"). Alas, when we visit backwater places, we sometimes run into a police officer (or bounty hunter) who remembers the warrant but somehow missed the "forget it, they are innocent" memo.
It made our lives (and the sessions) much more interesting for sure. But from now on, we stay away from really powerful weapons.
Rogue Traders are incredibly powerful, and most of the time they are above law.
Think of it this way: They aren't above the law, they are the rules (= if the "law" is ineffective, it has no power and therefore no influence on the rules). If your players make the rules in your game, then that's how it is. But my guess is that they aren't the only RT's in the game. How will the other powers respond to this event? Will they just stand there and watch or will they think "That should be mine" and send their goons?
Remember: If your players could get into this position, others can as well. People in power try to protect themselves. If they stay in power, they can successfully protect themselves.
But my party doesn't care. They like to cause havoc.
Then you need to decide where you want to go with them. Pure havoc can be fun. But it takes a GM who doesn't take his/her game seriously. Or do you really want to cut them down? Then you will need to hurt them (warning: This can have real-life, physical consequences).
There are two paths: Give them everything they want - they'll hang themselves quickly. Eventually, one of their actions will turn too many people or too powerful people against them.
Or mess with them: "You come back to the spaceport and ... well ... your ship is gone."
"Yeah, it's a mystery. There is not even a record it has ever been here! Well, you only have left what you carry. Please update character sheets."