if using a mixing site, isnt it possible that someone elses "tainted coins" could be sent to you, personally i think exchange might be better.
There is nothing wrong with the tainted coins if you can spend it. The coin from exchanges are also tainted.
bitcoin is anonymous so if you use tainted coin, they cannot connect those coin to you, unless you buy something, but if you use them in open bazar or decentralized platform akin to it, in the future, nothing can be done