Why is it important to always deal with a registered migration agent? Would you seriously consider consuming medicine prescribed by a person who is not professionally trained to be a doctor? Would you ask a person who is not a registered lawyer to defend you in a court of law?
Registration is the official proof that the person who is claiming to be a migration service provider is qualified to offer the service. Dealing with an unregistered agent may result in a scenario where you are stuck in a foreign country without valid immigration status.
Unless you are open to the idea of living in a foreign country as a refugee or as a person without any legal status, you should never even consider working with an unregistered agent. If the cost of hiring a registered professional is high, then just consider the short-term and long-term costs of applying through a fraud.