But, they think that they can't be caught. They think that bitcoin is anonymous, but little do they know that it is pseudonymous and can always be tracked to them. Things become more easier to track if they make a very small mistake. I remember reading somewhere in the forum where a group were trying to finance terrorists through using bitcoin voucher and they all were caught. They thought bitcoin was not regulated in their country.
I would say it is easier for criminals to work with fiat cash money. Harder to trace than bitcoin.