I will share my own experience. Binance freezes my funds when I receive funds from my clients. Because one of my clients sent BNB from a mixer. However, eventually Binance returned my funds but restricted my account, so I can't use Binance anymore.
The second story was learnt from the scam accusations board. Bybit asking him for transaction details with videos of where he got the funds. That user also used a mixer to send funds to Bybit 5 years ago. So Bybit is asking for proof source of funds, which is impossible.
So just be careful.
How nice for heads up,
Though I knew it wasn’t always a good idea to deposit funds on exchanges from third party sites, I haven’t had to think about the repercussions in this way. It’s no easy thing knowing that your funds are legit and would take a great deal of you, pending whom the third party is to get them to corporate and provide necessary details as needed by the CEX. That’s why it’s most definite to adhere to this unwritten rule. Better safe than sorry you know besides, it doesn’t take so much time to setup a wallet.