I'm not sure how folks would react to an increased buy price for blackmarket items, the greater risk of loss would probably push smugglers further away from interactions for the sake of profit and that's really the opposite of what we should be aiming to do.
I'd suggest an increased risk of detection rather than loss, in an ideal world the simplist way of doing it would be to only allow fighters and bombers through jumpholes in the House capitals. That of course would open up an entirely new can of worms regarding caps and gunboats even if it does make sense to keep larger stuff out of the main systems.
What we really could use to improve things is a bit of direction, could one of the dev team give us a short list of what they'd consider or reject so we don't get bogged down in cyclical debates?