You can't use an exchange as a mixer because of the limits set by the exchange. If you will want to increase your limit or remove your limit you will have to verify yourself. This means that you will have to provide identification documents to the exchange. So you can eventually be tracked anyways. As far as I know, in a mixer you don't have to provide kyc stuffs and you also don't have any limits.
It is not just because exchanges may ask for KYC when you reach a certain limit, but it is because almost all exchanges log their users personal data such as IPs, browser, OS.. besides they keep a record of all recent transactions and used addresses.
Mixers are completely different from exchanges. They are used for different purposes and hence don't work the same way.