When you send a lot of ETH or USDT to a big exchange like Kraken, do they care if its come from a smaller non kyc exchange like Blofin? Do they care if it came from a bridge?
Of course they care but about the source not about the amount, because CEXs have to comply with the rules of the country where they operate anything suspicious can put them in danger.
Lot of funds coming from small exchanges can raise suspicions of big exchanges, because it is unlikely that a whale would trust their funds to a small exchange.