Re: Can I ask a stupid question?
Good question as I wish more IT people knew the answer. In general it makes sense to think of the difference between buying a padlock from a hardware shop and trying many different ways to break it or saw or drill it open in your own workshop. It's your lock and so you're entitled to test it. If the lock is on your neighbour's shed and you test it without authorisation of the system owner, this becomes an offence based upon who owns the lock or property its protecting. The UK Computer Misuse Act makes the correct distinction here.
As you suggest there are possible exceptions to this general analogy. If the software being tested isn't fully "yours" e.g. if it is leased together with some kind of support agreement, rather than purchased outright, then your security testing of it on your own system may invalidate the support part of the deal, depending upon the license small print you agreed to but, probably didn't read.
George Hotz discovered a futher risk when Sony went after him , and though their case may not have succeeded, Sony's persuance of this probably cost them a lot more in reputation than it cost Geohotz. However, Sony's claims of Digital Millennium Copyright Act infringement against Geohotz were more threatening. This was potentially a criminal complaint. Sony's copyright infringement blustering would more probably have come under civil law, concerning which you may lose money but you don't go to jail. It may be that Sony's case was badly flawed, but it's an unfair playing field when a big corporation which can spend millions on lawyers can tie up an individual based on a dodgy case where the corporate can force the individual to make many journeys of thousands of miles to a jurisdiction of Sony's choosing.
So if you want a clearer boundary between what's "yours" and what isn't, then you're better off choosing open source in preference to licensing copyright restricted products under one sided terms which prohibit testing and subsequent speech concerning what you've discovered on your part. The DMCA and equivalent legislation this side of the pond attempts to deny you your fundamental human rights of freedom of expression here - and this denial is as yet untested in the highest courts such as SCOTUS or the ECHR.