centralized exchanges are increasingly unreasonable towards their users. if they find any suspicious transactions, whether from mixers or casinos, they will immediately freeze the user's account on the grounds that they are making illegal transactions. as users, this is clearly detrimental to us, because we know that we are not laundering money or doing any criminal activity.
Unfortunately, this is how things work with centralized service providers. If you choose to use their services, you have to comply with their rules, no matter how unfair you think they are. If they say they won’t accept deposits from mixers or casinos, then you simply shouldn’t do that if you don’t want them to seize your money and block your account.
At the very least, make sure to send the coins to your personal non-custodial wallet first before transferring them to the exchange, as OP suggested.