There is definitely an effect. It's not as strong as I thought, though, having run a few simple simulations. It comes to roughly a factor of two range in your chances of capture.
Thanks for checking that. I really felt (having done it over and over a good 12+ times now) that it just wasn't right, although Jens is only a middling level infil.
Someone trained in all of these clandestine actions ought to at least be able to enter a region with a bit more success than I've experienced.