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.
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CoinJoin: Bitcoin privacy for the real world-
[Guide] Decent mixing methodsAnother thing you need to be conscious of is whether your mixed coins have the telltale signs of being mixed. Though a third party service won't know the origin of your coins, if they can clearly tell they have come from a mixed transaction then they might get arsey. Binance Singapore have been giving Wasabi coinjoined coins the boot because of that.