If one mixer starts this triple mixing scheme, then others will join the competition, that's when chain analysis job would become really hard.
I'm just not convinced if this current method is sufficient enough, however I am sure once I give BTC and receive ETH + XMR there will be no links between me and "Bitcoin".
After thinking carefully, you should trust Mixero.io that they did not record the data, but in the case of Bitcoin, I can easily check whether there is a link between the Bitcoin address before sending to Mixer and after sending. Also, determining the exchange rate is a problem.
In the case of P2P, you do not mixING because there is no delay in transactions or dividing them into several addresses, and you must also trust DEX/CEX that they will not provide your data to a third party.