Is it criminal to sell an exploit?
Facilitation of a crime is a crime too. So I think in the US and most western countries, yes. At least if it gets used illegally later.
Pretty sure you need actual knowledge of a planned crime for that to stick. But I'm also sure the defense will be expensive.
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I don't think so, businesses like Zerodium bought zero days in plain sight and I don't think they faced legal consequences. They don't operate anymore though. So basically I'd say it depends who you sell it to and how.