Don't all mayor exchanges have Chainalysis or similar flagging software/service active? And if not, then it's just a matter of time they all do, probably legislation will force them to have them in place to stay in business.
It's really up to their customers. As long as they keep using them and accept a "magical" unexplained thing called "taint", then indeed they all get away with it.
BTC that is on some of these lists
I have one of those lists! It's
this one! And that shows the problem: anyone can make up anything about any UTXO.