I can see Govt's getting involved to "regulate" say Poloniex to try to stop this from happening.
I would lay odds that TLAs have all the ingress/egress data for plx right now. It's just a question of whether they want sources & methods hang-out, which strictly depends on the size of the prize. Laundering through plx, or any centralized exchange (or "supernode") is double plus un- clever. Exchanges are for exchange, and do not have holy water.
In retrospect perhaps it would be very difficult to "wash" such a stash with XMR. Maybe over time it could be done but if there is any form of chain analysis going on at the exchange level it could be very problematic for the theif.
Definitely not clever.