The way I understand it (& I'm no expert). You can Coinjoin all you want, but if the final destination links to you in anyway - IP address, name, address, browser, operating system, patterns etc. all the Coinjoin is useless because government blockchain analysis can connect the dots (for e.g). If you Coinjoin plus Lightning or Coinjoin plus Monero, it's much harder to connect start to finish. Unless you've bought or acquired your BTC P2P without KYC, then it's exponentially harder to track. Most people screwed this up though.

In summary, Coinjoin is only good in one direction, unless you have bought non-KYC BTC.