Imagine authorities running a mixer to identify their so called criminals, that will be a disaster to any users who fan of using mixers.
I never heard that there is a legal mixer and I'm sure if there is a legal mixer there is a huge possibility that all transactions are being recorded and monitored.
That is why we need a mixer it's because we don't want other people to monitor or track our coins.
What I actually talking is about the idea what I mentioned because there will be no one in their right mind with an anonymous ideology who will use a "legal" crypto or bitcoin mixer unless they accept those huge risks you have mentioned.