private pilot here
flying anywhere without some sort of license is going to get you in serious trouble, although in America they let you off the first time(assuming other crimes, like stealing the plane, weren't broken) with a fine and a bussiness card for the nearest flight school.
if you said 'fuck your shit, im going to britain' and fly your fucking ultralight some 5,000 miles to bongland without needing to stop in greenland or iceland they would probably arrest you on the spot for flying an unregistered airplane, violating their airspace and maybe skipping customs but idk what bongland-usa customs is like.
say, instead, that you took the time to get a license,(20hrs flight time and an exam for ultralights), an experimental certification on the airframe(around 40 hours of test flights, though your 'long duration test flight' can be anywhere iirc, plus a certain regime of knowledge must be recorded and given to the FAA like top airspeed, max range, max weight and flight envelope), and then call the airport(s) you'll be landing at about a week ahead of time, you'll be fucking fine.
Tons of people die every year in airplanes. Its not like coding, where the worst thing that can happen is you accidentally delete your companies db or something and get fired.
Your life is at risk anytime your fly. At any time, something could happen that ends your life, whether its a bird strike, electrical fire, prop hub breaking apart, engine blowing up or just plain old icing.