Why do the government or even exchanges take actions on the mixer coins, because the are involved in a large volume, this alone is one of the reasons why they take closer attention on the coin and try to make a trace to see where its coming from,
This is not entirely true. Exchanges that limit transactions from mixers will filter deposits regardless of the amount being sent, you run a risk be sending mixed coins there and more risk if you leave them there. Even exhcnages who do not have direct limitations can at any point change their policies and lock your funds.