I've also seen a few mixers (exit) scam, which makes me very careful trusting a new site.
Remember bitblander and some other decent reputed mixers?
Bitblander even ran a high paying signature campaign for long time in the community and suddenly they decided to stop their business and after that we have seen a lot of scam accusations against them.
There were some other mixers too who built up good reputation but eventually exited the market by scamming large amount of bitcoin. I do not know how as a community we can stop it but proving ownership of some large fund will not help of course if the owner of the mixer has some greed in mind.
PS: This is not about Anonymixer by the way. I am talking in general since Loyce brought this point already.