The bottomline is, it's a lottery, anyone could be holding coins that were once used by some criminal, they end up in a exchange, and then you deposit money on a exchange, do your trading, withdraw and you end up raided.
Thats not what happened here. Most companies are aware that blockchain analysis is not accurate (except for coinbase)
What happened is she sent/received over 10,000euro to her bank account. In the EU, you are required to report bank transactions over 10,000euro to the tax office. Due to a loophole you are not required to report Bitcoin transactions over 10,000euro, only bank/cash transactions. It is supposedly to prevent money laundering and funding terrorism. She didn't report it. She got raided. The initial raid was just to investigate the unreported transaction(s). Who knows if she'll face charges or not, depends on the evidence the police have.