If the marketplace is committing a crime, then any money or property held or managed by the marketplace would be involved in the crime. While you might not be transacting directly with the marketplace, the bitcoins you received came from it.
One interesting bit of complexity comes from the fact that once a UTXO is spent, the bitcoins in it can no longer be distinguished from other bitcoins. That is why "taint" is always a percentage. This is similar to the problem of identifying tainted money in a bank account. However, while money is legally fungible (in the U.S.), bitcoins are not, and so the applicable law must be different. I look forward to seeing how laws are applied and misapplied to this situation.