How do mixers work? Do they use system similar to P2P if the number of coins of multiple users match each-other? Then it can create serious problems.
I know mixing is not money laundering but look at this:
1. Mixer receives money from someone who has done illegal activity.
2. Mixer stores that money on address A
3. I create a mixing order, deposit money to mixer and hours later I declare address B where I want to receive money.
4. Mixer sends me money from address A to address B. Address A has received money from someone who has done illegal activity, so there is a chain: Laundered money -> Address A -> Address B that belongs to me. This is probably what exchanges see and it's very hard to convince them that you are not associated with illegal activities.
For a mixer to be effective you must have a sufficiently large pool of users to provide better obfuscation. The more participants there are the more complex it becomes to link an output to specific prior activity. Exchanges might decide they will just blanket ban all coins coming from mixers or sometimes they will use an algorithm to assign a score and if it is determined your coins are too dirty they will close your account.