I saw a movie about this a while back. Russians do get shot for this crime. Besides, It seems dumb to me. At least, let let the thing grow up before you eat it. But, I love chicken eggs. Bet it would be difficult to talk a 12 foot sturgen into roosting.
Very few types of caviar are farm raised although they do produce it from siberian sturgeon. The expensive grades are from beluga and caspian sturgeon which are wild caught.