Is it right or wrong to keep money a customer gives me as a tip at a retail store?

Where I work, they don’t allow employees to accept tips. Honestly, I don’t care, if a customer gives me money, I feel like it’s mine. Simple as that.

I’m trying to figure out if it’s actually wrong to keep it. Like, is it a legal issue, a company policy thing, or just considered bad etiquette?

I want to hear what other adults think about this situation, am I in the wrong for thinking it’s my money if the customer voluntarily gives it to me? To me, I am in the right.