Imagine getting your Coinbase account closed because of using a mixer, screw that.
Imagine using a centralized exchange which will close your account and steal your coins for no good reason. Screw that.
For an exchange to confiscate your funds, there would have to be undeniable evidence for them to freeze them.
They definitely do not need anything even close to undeniable evidence. They have a variety of algorithms monitoring your deposits, withdrawals, trading activity, etc., and if you trigger any one of those unknown algorithms then your account gets locked, along with all the coins on it. You can see endless reports of people having their Coinbase/Binance/wherever accounts locked for completely arbitrary reasons, or sometimes without being given a reason at all. You take a risk every time you deposit coins to a centralized exchange.
As is usual in threads on this topic, the vast majority of people look at the situation backwards. It is not the case here that centralized exchanges are in the right and mixed/coinjoined/gambled/whatever coins are the issue. Rather, the whole point of bitcoin is that people can do whatever they want with their own money, and centralized exchanges deciding to appoint themselves judge, jury, and executioner over their users and what they are and are not allowed to do with their own money is antithetical to bitcoin itself.
We should not be discussing about whether or not to mix your coins; we should be discussing about how we should stop using centralized exchanges who want to control bitcoin for their own profits.