Firstly, if someone is not very afraid for their privacy, using an exchange as a mixer is corny cheaper, easier and faster for an ordinary crypto user.
And sometimes it is unexpectedly pricey to use a centralized exchange, as it takes arbitrary commissions like "20,000 sat for withdrawal". And that implies the user does have an account already, otherwise it takes more time to create an account, deposit and withdraw than do it a la mixer.
Secondly, exchanges help clean up bitcoins for AML.
That's a concern only if you're using a centralized exchange beyond mixing. People who don't use them, don't buy the taint thing.
In this case, the exchange comes to the rescue, which bleaches bitcoins after the mixer.
How confident are you that money coming from an exchange will be deemed as "clean" by every other exchange? I wouldn't be so sure that an exchange can "come to the rescue" and make the bitcoins acceptable by everywhere, because the manner which chain analysis companies deem them as "clean" / "taint" is entirely subjective and can differentiate across their industry.
However, it appears that you hold a stance against incorporating exchanges into the mixing process started by individual saying exchanges are not mixers
I'm all in for mixing coins coming
from exchanges. I'm against using exchanges as mixers.