Is anyone else worried about what may happen if you move funds from a mixer to big exchanges after this? Of course one could always do another hop to "unlink" a set of coins from a mixer, but how many would be enough?
I think that's the least of your worries if you're in the US.
Lately exchanges have increased their demands about the funds inch by inch, asking you when you get them, where you get them, proof on how you've got them, with what funds, probably ending with questions about the the pubic hair color of the dog of the cousin of the one that sold you the coins. So just obfuscating the chain of transactions won't help too much you in these cases.
That being said, I made once stupid mistake of sending coins mixed through CM directly to Bitstamp the mother and father of all KYC, nothing has happened yet, deposit and SEPA without a hiccup, so probably it's not yet such a big deal. Exchanges will try to delay any such actions as long as they can, they are losing money and volume, they might want to obey the law but not to the point when it strat costing them money.
Nah, they don't really care, people who use mixers are such a small percentage of their business. Vast majority of users never take their coins off of the exchange and just trade back and forth, which is their bread and butter. Those that do are probably just buying jpegs or whatever. Most of the illegal activity nowadays has nothig to do with darknet markets or mixers and has all to do with ponzis, jpeg scams, altcoin scams, romance scams, etc.