Which exchangess? Most of the US based ones, like Coinbase & Gemini will close your account if they think funding is coming from a mixer. There are lots of discussions about that happening here and on many other sites.
I haven't even heard about this one and didn't find anything with quick googling. Could you please provide some examples/evidence about this so i can verify this? I mean i know that coinbase has closed accounts but i didn't ever see mixer as a reason.