Because a lot of old bitcoins have criminal transaction history, not all exchangers accept such coins.
How would they go through tens or even hundreds of thousands of transactions a day just to find those "stained" ones? Unless there are recent hack cases, I doubt they would screen through each deposit.
Some exchanges blacklist specific address from deposit,if the money os deposited from those addresses then account might be frozen until they get clarification.Surely they cannot track all the addressee but they can track from where the money got stolen but the real reason behind the people buying newly minted coins is not the criminal activities.
Read this. Yes, they cannot track all transactions. Perhaps there is some kind of conspiracy between exchanges and crime .