In the terms and policies of some centralized exchange, they stated that they don't accept Bitcoins from an untrusted source such as mixers or a wallet that has been flagged, some exchange even stated that they don't accept Bitcoins from casinos.
So, if any customer disobeys those rules and send Bitcoin from the mixer or any sources that the exchange doesn't want, they will block the persons account and the customer could lose their coins forever.
The exchange are doing so to protect their image too based on the government policies, I guess.
So, when they cease those coins, how sure are we that they will take it to the government?
Sometimes, after making such deposit, before the exchange detects it, you must have traded the Bitcoin to Fiat and withdraw it to your account, so what will the exchange do after you have already withdrawn the money to your account before they later found out that the coins was tainted?
Another thing that just popped in my head now is, what if after you deposited the Bitcoin because you needed some money and wanted to convert the Bitcoin to Fiat, but you later changed your mind and you decided to withdraw back the money to a newly created address, will the casino report that your address to be flagged?
For me the little I can say from experience with mexc exchange is that they would actually withheld you from withdrawal of the coin and then do a sweep of where the coin and how the coin was gotten and if you proven guilty you will be given a limited time frame to withdraw your coins and then your account will be closed permanently although don't know if they will actually let you still use that account even if you prove innocent because their system already flagged the transaction as illegal.