I have personally used ChipMixer bitcoin mixing service a couple of times, and have never had any problems with the site, I really like the idea of giving the user a private key to access the funds. For the users that claims to have their funds stolen, maybe it would be good to do a malware scan on your device as it might have been compromise by some malicious software that could access your personal computer information.
Your coins are only as safe as your computer, unfortunately.
This is the reason why you should not use Chipmixer whilst on public wifi, a public computer, or using an outdated laptop with no trustorthy antivirus on that machine. You're dealing with unencrypted private keys here, which means that anyone can import it anywhere, whenever they want without typing a password of some sort.
Therefore, it is logicla to sweep the keys as soon as you get them because you don't know who has access to these private keys. Chipmixer probably doesn't have any intentions to scam anyone, but after all they at least dealt with it once and if someone within their team got hold of sensitive information or a hack happens, then you're screwed. If you run everything safely though you'll find the mixing experience safe and enjoyable.