A rogue trader's warrant outlines what his power, and his duties to the imperium are. It also elevates him from whatever social position he was in and puts him on the same platforms as planetary governors, high ranking tech priests, some inquisitors, and maybe space marine captains. Sector (and sub sector) lords, chapter masters, Cardinals (or higher?), high ranking inquisitors, and some planetary governors as well as the heads of forge worlds would all likely be on a slightly higher social level than the Rogue Trader.
Also once in the Imperium it's somewhat expected he'll follow most imperial laws dealing with the ruinous powers, xenos, and non approved technology. It's also expected that he'll treat his social 'superiors' with proper deference.
In effect he has to stop being Han Solo and instead become Princess Leia.
If he doesn't then at the least his reputation will take a hit, which can affect his business interests. At worst he'll draw the ire of some very powerful people who have more influence in their area than he does.
That's one reason people like WInterscale, and Chorda don't really leave the Koronus Expanse all that often. They may be the biggests boats in the bathtub there, but once through the maw there're people who are just as important, and some of them may have questions about where they've been.