they can finance paramilitary and terrorist organizations. with rise of nationalism more ppl would agree with increased support of such organizations, and that would cause problems and destabilize region.
because you know, albania didnt invade kosovo, but various "groups" with učk in the lead did so. albania "only" financed them.
according to international law, financing an organization that acts against another state (not an exact definition) is considered a breach of international law. however international community AFAIK didnt manage to 100% prove before of international court that there was direct link between actions of učk and state of albania.
you dont want that to happen again (and neither usa i think)