Nah, make sure you know what you're doing. Ask the managers, don't be foolish...Where I am they have to pay a lot of money to have the recycling truck come 3 times a week and love it when someone comes along to lighten the load, the more you use the less they spend to get rid of it. Here in Seattle we send our trash out of state...expensive. Drug users(no offense but come on...) in big trucks come and take flatbeds full to sell, I see it every day, asking for the cardboard means less spending by the business that threw it out. Some businesses here in the city rely on these people to cut the bottom line and save money.
In a perfect storm of stupidity you could get in trouble, but you wont if you aren't stealing and you aren't stealing if you know what you're doing and ask around to make sure. Simple.
p.s. I do not live in a cardboard house, it was merely an emergency measure that DID save my butt when I came from SoCal to Seattle in December. I had never known moisture and cold together in the same way. Not many people do since there aren't many places it is that cold and wet, ice and now are way better than 33 degree rain for 20 days in a row. When I lived in the mountains and drove Jeep I did not learn how to keep a Van warm and dry. I did it for free the first year I was here and I am darn proud to say it worked. Period.