The ones that created this bs from the start. But as far as I know (and please correct me if I'm wrong), their story isn't that your coins are "dirty" but that they came from a wallet participating in illegal activities, thus are "dirty". Or not?
Yes, exactly, but there is a huge chance that your coins have been used in illegal activities in the past. The same high chance also exists with FIAT currency. All I am saying is that you can't possibly know everything about your coins. A currency must be simple, if it's not, then it's worthless.
OF COURSE we don't! But no matter what we want, they don't, and their power is much bigger than ours. We don't fall into any trap but if it becomes mandatory for anyone who uses exchangers, then "everybody" will follow this way. They start it by putting KYC, then AML, then KYC and AML, Address verifiers, etc. And my question is, how can we fight this? Through DEXs?
I think you wanted to say "of course we want", because I understand that you want, like we do, Bitcoin to be truly decentralised.
LoyceV has said a great thing about your question:
Problems start when unregulated exchangers demand personal data after depositing, which many exchangers seem to do. We need more trusted exchangers, not less.
So, how do we fight it? With a plethora of choices to choose from and the freedom to rate the services so that we can help each other in finding the right tools in this fight.
Some of them delisted it, even if you have passed their KYC. Not to mention, that almost all who still have it, only offer the XMR/USDT pair and nothing more (even if CMC posts otherwise, they need to update their market list asap). At some point, I wanted to trade some of my XMR for BTC and vice versa, and it wasn't easy at all.

I like both XMR and BTC, I occasionally use XMR and mostly use BTC. When doing P2P transactions, everything is fine. When doing exchanges etc, unfortunately AML / KYC checks ruin a lot of my experience.