From what I understand, you are talking about the OTC (Over The Counter) acquiring method of BTC/ coins. Indeed, if the OTC trader/ seller is an unknown individual, you can be in a middle of a shitstorm when you will want to liquidate them through a CEX exchanger. However, aren't the coins themselves "dirty" but the wallets (addresses) that came from and the suspicious activities (if any) that were involved. Chainalysis, CipherTrace, and Crystal Blockchain are some of the most common platforms/ services for tracking the road of the BTC.