If you didn't report and paid the capital gain tax you made from Bitcoin, you could be investigated, got penalty fees and risk of going to jail for committing tax evasion.
The way out of all of this is that we go sell it directly to Other People (OTC - Over the Counter) and this is also done by large institutions when buying or selling, so it is considered safer and avoids monitoring by the authorities and does not interfere with market performance either.