In the statement released by the FBI or whoever it was when the most recent mixer was shut down they said something like "Mixers are not illegal". This means using mixers is not illegal.

the FBI, the United States Department of Justice (DoJ), and FinCEN have said that the use of bitcoin mixers should be criminalized

It's the same thing with using the Internet.
You're boldly using the Internet and nobody has come knocking at your door simply because you use the internet, but if you use the internet for illegal activities, somebody might come knocking.