Because after a certain point, imperial officials are more corrupt than Hillary Clinton. They do what they want. "Rules for thee but not for me." Some high ranking Magus wants that tech. Either for their own personal gain, or because they believe that it will help the Imperirum, that the ends justify the means, and that they're smart enough to make an exception to their own rules. If the underlings object, then they'll probably be suicideded by two gunshot wounds to the back of the head if they're not just outright executed in the open for insubordination. Most underlings just go along with it because they know that it's unhealthy to question your superiors in 40k.
Interactions with lower levels of other branches of the Imperium, like rank and file guardsmen, will write off the Mechanicus' hunger for the xenotech as being ok because "they're the mechanicus and they know more about this stuff than a simple guardsmen like myself." Higher ranking members of the other branches might report the infraction to the Magus' superiors or the Inquisition, or they might take matters into their own hands. The matter will then be resolved through anything ranging from punishment of the magus, an under the table deal to keep quiet about the magus' activities, or outright war against the magus.