Forfeiting the privacy in a third party is exactly what privacy stands for; selectively revealing your activity to the world. I don't care if I reveal my activity to some mixer, as long as I keep it private from the people I exchange bitcoin for, and from those that I spend it on.

Sure, you have the uncertainty that the mixer can sell you out, and that's basically the worst disadvantage of using such a service. That's why I'm in favor of decentralized, non-custodial options like JoinMarket, but they tend to be less effective and more expensive to use.

I haven't ever tried converting bitcoin to XMR and then back to bitcoin. Has anyone any thoughts on that?