Magical taboos, are they really pushed?

One thing I forgot in Fairy Tail is that there are many magical taboos that cannot be broken. What are your thoughts on these taboos that never really get pushed? Remember Zoldeo? Yeah that creep from Grimoire Heart? Last time I checked he got vaporized into nothing because he broke certain 'magical taboos' but it was not clearly explained. Was it simply an excuse to kill off Zoldeo? But if that is the case, remember way back to the beginning of the series when Lucy told Natsu that it was impossible to enter the celestial spirit world and going through would result in dangerous consequences? Then Natsu somehow breaks this rule but no consequences were received and whilst they were training for the GMG they all entered and nothing happened. Since Lucy 発言しました that there were consequences for entering that world I can assume that it is almost like the law and breaking it results in punishment. So why is it that we only see this being enforced when Zoldeo is in the fray. Plothole? What are your thoughts?