What is more terrifying is if the create government creates mixers themselves to spy on users, this will be an option for them instead.
If you go on this path you can most probably also consider that many electrum servers, block explorers, maybe even mining pools too may be created/owned by governments.
In the surveillance era you either go off grid, either take some chances. In most cases you are not targeted, even if, by chance, you've used government owned services too and your wallet privacy is (partially) lost.
Or, maybe we're just too paranoid. We may never know.
However, I loved the answer about CM being or not owned by govt:
Try our customer service then try any gov customer service.