Isn't it easy for the FBI / NSA to track down an address that the funds were siphoned to?
I mean even if the criminals use only MONERO or ZCASH or SPECTRECOINS i still feel that there should be an EASY way to catch the criminals.
No, it's not
easy to track coins. And even if they did track the coins, it's not easy to trace the owners of the addresses.
Converting to fiat is not difficult. Those coins you mentioned are even more difficult to track, there is no "EASY" way for any of those especially.