It is true, some people do use exchanges as though they are mixers but that should not alter the issue because the exchanger is doing what it is supposed to do (take coins A and convert to coin B). Add XMR to the equation as the OP did then that also should not really matter from the perspective of the exchange.
You have a valid point about exchanges that might want to keep dirty coins away from their services but I was under the impression Fixedfloat and Sideshift were both famous for not using KYC and absolutely yes, there is definitely a clear risk when using them.
In future, I would recommend the OP and others to consider using as they have an excellent reputation:
https://exch.cx (
https://hszyoqwrcp7cxlxnqmovp6vjvmnwj33g4wviuxqzq47emieaxjaperyd.onion/)
I have no intention of either using their services or recommending them. They literally destroyed their reputation with their own hands over something that was not even necessary.
Probably a good call to avoid using services like this unless you have to. Even then, it's a clear risk, especially after reading this thread. The problem seems to me like it stems from people trying to use these exchanging services as if they were mixers, which they are not. For someone operating a service like this and wanting to keep it running, I could see why they'd start at least trying to make sure that dirty funds aren't being laundered through this service. This is also a good demonstration of how 1 BTC does not equal 1 BTC. Not over time, not any time. It is a shame though. How long before censorship creeps into blockchain software...