- naughty human uses ChipMixer, gains centralized exchange users' coins and uses them for illegal purposes
- naughty humans' usage leads to linking with centralized exchange user who is then questioned for the usage, is left with no choice but to say they used ChipMixer, and probably faces a long line of questioning/discomfort, possibly even consequences for using ChipMixer (depending on jurisdiction).
The first mistake is buying coins from a centralized exchange for lots of reasons, as touched on above.
I'm not aware of an exchange that traces withdrawals and questions whatever people choose to do with
their own money. It is certainly not their task to check what people do with their money, where they send it and whatnot.
Lastly, I don't see why you should face consequences for mixing coins. It is simply a privacy measure. If we accept such oppressive behavior, we will also accept authorities' demands to know our public keys, decrypt our hard drives, see our private photos and whatever.