Questions that must be asked will be asked, and those that mustn't, cannot be asked.
Where the cargo is to be transported from and to, that's a question that must be asked; however, who owns the cargo and who will take possession of it at the destination, these must never be asked—it's taboo, and naturally, Gao Yang had no desire to know.
In theory, asking what the cargo is would also be off-limits, but since the type and value of the goods being escorted determined the level of danger involved in the transportation process, it wasn't considered too excessive or impertinent to inquire.
As for whether any official government was involved, some Mercenary Groups didn't care, but Gao Yang cared deeply. He had a principle: never get involved with the official government, no matter the country, whether it was powerful or weak. Hence, this was a detail he had to clarify.