Wiki gives the following description of the events on the day of the duel.
In the early morning of July 11, 1804, Burr and Hamilton departed from Manhattan by separate boats and rowed across the Hudson River to a spot known as the Heights of Weehawken, New Jersey, a popular dueling ground below the towering cliffs of the Palisades. Dueling had been prohibited in both New York and New Jersey, but Hamilton and Burr agreed to go to Weehawken because New Jersey was not as aggressive as New York in prosecuting dueling participants. The same site was used for 18 known duels between 1700 and 1845, and it was not far from the site of the 1801 duel that resulted in the death of Hamilton's eldest son Philip Hamilton. They also took steps to give all witnesses plausible deniability in an attempt to shield themselves from prosecution. For example, the pistols were transported to the island in a portmanteau, enabling the rowers to say under oath that they had not seen any pistols. They also stood with their backs to the duelists.
So both Burr and Hamilton knew they were doing something illegal, but opted to do it anyway, as well as provide plausible deniability for the witnesses.
Suppose I am one of the people who rowed them to the island. Afterwards I'm called to testify, and in response to the question 'did you see any weapons?' I say (truthfully) under oath that I had not, even though I knew full well they exist, I was transporting them, and that they were going to be used in an illegal activity. Would I be committing a crime?