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The problem with all the exchanges monitoring the coins is that if the coins are coming through mixers then they might mark those coins and they might even confiscate the coins asking for the source.
Ask the source of the original coins that come with the mixer whether it is allowed, or indeed some exchanges have the authority to be able to find out. Like the Chipmixer platform which was created for a privacy.
Many illegal Bitcoins are produced by scammers who then eliminate traces by using a coin mixer platform. it's like a knife that can be used for good things and can also be used for bad things.