Am I allowed to go to businesses and try to pick the locks, look inside, and then report to the business owner that their lock was pickable? Well... yes, but I'd probably be reported to police.
Websites, like locks, aren't bullet proof. How many web applications out there don't have a security flaw somewhere? Doing penetration tests on unwilling victims is risky. Trying to break wifi, company intranets, people's computers, etc. It's best to pentest as a professional, with willing victims or wait for a "pentest" contest.