I suppose it depends on the location.
I have not been to that many countries (only a few from Southeast Asia or nearby areas where I’m located).
But so far I know and have personally experienced that the China security inspector (exiting out of China, the “security inspection” part after immigration checking, just before boarding the plane). I’ve seen a number of times (I’ve been to China a few times over the past many years), and have seen (and heard other people’s experiences) powerbanks get thrown in the trash bin very often by the security inspector.
Basically if the powerbank does not have a proper label, then it will get thrown out (the reason is that a non-visible/faded label or no label or incorrect capacity label) is over-capacity. So I’ve seen a friend of mine who brought a smallish powerbank (probably less than 5000mAh actual capacity), but has a “98000mAh” label, get thrown in the trash bin by the security inspector.
However, what irks me very much is the time I got some genuine 18650s from Neal when I visited China about 1.5 years ago. So I got several batteries from him and placed them properly in my handcarry bag. I haven’t even used those batteries yet (a pair each of button-top Samsung 30Q, button-top Sony VTC6, Sanyo GA). On the last leg of the trip, to exit China and come back to my country, the security inspector asked me to take out the batteries in my handcarry bag, which I dutifully did so, I had a Keeppower 18350 battery which has a capacity label, which were not confiscated. But upon looking at the various 18650s — the inspector said these batteries have no label (genuine OEM Samsung 30Q/VTC6/Sanyo GA do not come with any labels), and just threw them in the trash bin — the reasoning is that they have no capacity label and are considered “over-capacity”. Hard to argue with their security inspector… even as I mentioned that those 18650s are 3000mAh and 3500mAh each in capacity… 
(After this experience, I wasn’t able to source any other button-top 30Qs for a long time, until I bought Banggood’s MF01S with the button-top 30Qs bundle (and sold the MF01S)…