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.
People use exchanges as sort of legal "mixers". A lot of people hide the traces of their funds through depositing on centralized exchanges(to their exchange deposit address), and withdrawing to other wallets(from the exchange's main hot wallets). Obviously this is not the way to go if you want the authorities to not be able to track you, but people use this method to hide their tracks from normal people trying to stalk them and such.