Because each UTXO will be checked by blockchain analysis for dirtiness according to rules and standards no one knows about and which they make up as they go. Because selective privacy isn't privacy. And because spying and investigating on my UTXOs to be allowed to coinjoin is the equivalent of having me strip naked and sticking a finger you know where to see if I am hiding anything illegal every time I want to enter the mall. 

There is no threat to someone losing their coins, but there is a threat to being surveilled for using a tool that was supposed to increase ones privacy. You can stick your we are open-source and thus don't do anything unethical propaganda where the sun doesn't shine.