Here's a very good real-world example of why ingesting research chemicals you got in the mail likely originating from some laboratory in China might not be the best idea (I can't believe this didn't come to mind before)...
Once upon a time a grad student named Barry Kidston realized that reversing the ester of the meperidine skeleton yielded a synthetic opioid drug just about as potent as morphine. The drug was Desmethylprodine (MPPP) and at the time was not a controlled substance. This was all well and good... but Kidston failed to realize that, at high reaction temperatures and under acidic conditions, the intermediate tertiary alcohol tends to dehydrate. So when he used propionic anhydride (an acid) at an elevated temperature to esterify the intermediate, he unknowingly formed significant amounts of MPTP as an impurity.
Even MPTP itself isn't very toxic, and it crosses the BBB. However, the enzyme MAO-B will metabolize it into 1-methyl-4-phenylpyridinium (a cation, MPP+) which is very neurotoxic. Basically, the MPP+ selectively kills dopaminergic neurons in the region of the brain known as the substantia nigra, and after just days symptoms of Parkinson's disease become apparent. The damage and the symptoms are permanent, though the symptoms are some-what treatable. This is what happened to Kidston and several of his friends with whom he shared his drug; they began experiencing serious Parkinson's-like symptoms a few days afterwards. It has happened to others in isolated instances as well.
Interestingly enough, testing the compound on rats generally fails to show such significant toxicity or development of Parkinson's-like symptoms due to differences in how rat-brains metabolize MPTP (they have less MAO-B).
The point is just because chemicals are analogs or share the same basic skeleton\structure, that should by absolutely no means be any assurance that the new[er] compound is as 'safe' as the parent\better known compound. It's still a huge unknown as to how the new drug differs in pharmacology and physiology. The negative effects may not be as pronounced, severe or quick to show up as was the case with MPPP\MPTP, but there is still great risk involved. And as the MPTP example illustrates, the problem may not even lie with the new compound itself as advertised, but some metabolite of that compound, some impurity of origin or manufacture or even a metabolite of such an impurity. Unless you have access to a lab with GC\MS or other analytical chem equipment there is no way for you to even know exactly what compound(s) you were sent or what kind of impurities might be present.