Picard reprimanded him for doing it and was "disappointed" but that's it.
That doesn't ring true, though. If a serviceman today commits crimes on his free time, martial law might not be able to do much about it directly - but the rules and regulations would definitely cover this from another angle, and the serviceman would be stripped of rank, privilege and honor, and fired for not being a good guy during his off hours. This would definitely extend to the serviceman being caught of, say, pedophilia in Thailand, or armed robbery in Bulgaria, or whatever.
Maybe that's the way it is today, and perhaps that's what should
have happened to Worf, but that's obviously not what happened in "Reunion." The conversation between the two concludes that because Worf acted on a Klingon ship and within the bounds of Klingon law and tradition, he's okay with them. And Picard just gives him a reprimand. Perhaps he goes easy on him because he doesn't want to lose his housebroken Klingon