So for now I think that the "fear" of mixing may be a bit exaggerated. Or maybe it depends on the exchange too.
It's not certain that your coins will be held until you provide more info, neither that they won't be accepted because they're blacklisted, but is it worth it? I mean, you're mixing to get privacy, but you're going straight to those anti-private and ambiguously deceitful companies? That's like pulling the devil by the tail.
I'm in the favoring position to have never used any centralized exchange. I only exchange decentrally whenever I want, whatever I want, with whoever I want. I'm mixing, because I can; because it's primarily a smart decision. Using a centralized exchange and hoping that your coins will be approved means you're somewhat agreed with this "taint" rule, which is against the principles of bitcoin.