This is the first thing I think about after reading OP. But I think the possibilites of us associated with illegal activities just because our bitcoins mixed with some that are marked used ilegally is unlikely. Perhaps, different countries have different regulations and jurisdiction, keeping track of the illegally marked bitcoin will be too hard, plus, we have already underwent KYC's for sure, and some of local exchanges have already implemented systems that could block bitcoin that restricts their TOS or rules.