GLBSE should have been a black market operation, no offense. The fact that the founder is known and visible and that the exchange is centralized is a big red flag.
Thats no magic bullet. It may be protective against "omg regulators exist; PANIC!" ... but it greatly increases exposure to "Hm. Think I'll just take everyone's funds."
"securely anonymous" identity is cheap... and it must be cheap if anonymity is to be functionally available for people... so an operator of such a venue could just open up a second supposedly independently run clone and when people start to trust the second a bit they just pop the first and vanish with the funds. People then switch to the second, and they quitely spin up a third. etc.
The better advice is don't skirt laws when you're not pre-prepaired to deal with the consequences; and don't put your funds with obvious centralization targets which aren't at least making comforting sounds about their legal status. (I've cautioned people about various webwallets which offer secondary services like "mixing" and gambling frontends as risk factors asset seizure for these other things will give you a bad day none the less).