They provides better privacy. Having better privacy for good reasons or bad reasons (illegal as you discussed) totally depends on each people. About mixers, not all mix services are good enough to provide you privacy, some of them do neither provide better privacy nor protect your money. They instead are scam services and can steal your money.

You can also use CoinJoin transaction to have better privacy.
- CoinJoin: Bitcoin privacy for the real world
- [Guide] Decent mixing methods