Don't forget that all transactions in the blockchain are permanently recorded and publicly available, meaning that an observer can know that someone used a mixer to create new anonymous output. When you create three of such outputs and send them one by one to separate addresses, it still looks like regular transfers from different people and can be considered relatively private transactions. But once these anonymous outputs appear in a single transaction, an observer concludes all those previous transactions were made by a single person, a person who used one or more mixers to anonymize his coins. Consolidation of coins almost always damages one's privacy and lowers the overall anonymity set, but this situation may change if we come up with a technology that will make multiparty transactions look like regular consolidations.