A complete discussion of the legality of mixers is like a perpetual mobile. If mixers were to check assets before mixing, then they would lose their status as an anonymization service. Again, if they allow all transactions, this automatically marks them as a money laundering service.
In fact, the whole process was failed by those who are supposed to prevent the theft of money, corruption, illegal trade and whatever.
It depends, actually. If all you want is anonimization onchain, which means I, Try Ninja, can't know the link between your address A and mixed address Z, then it doesn't matter if the mixer asks you for KYC or whatever. The mixer operator knows, but the outside public doesn't.