If you mean not participating in the investigations of the black market being done by the Alliance, yes, you do not have to participate in that. It is in the Alliance's interests, but if your character is ICly frustrated with Ryouma or the Daitengu for how things are panning out (which other tribes within the Alliance are also frustrated, as stated in the mingle log), then that's okay!

However, anyone not on the official Shuten or Tamamo rosters is turned away at the door during their training sessions.