For me, it's because any compromised private keys immediately result in irreversible loss, unlike bank accounts that have institutional safeguards like fraud detection and legal recourse.
So for sure, if you are a criminal, maybe you may have a high chance of not getting caught using cryptocurrencies like Bitcoin and at the same time having difficulty to success too.
Bitcoin blockchain is irreversible as are Bitcoin transactions, then any loss in bitcoin is forever loss and can not be recovered without any legal case and arrest on the criminal behind it that usually does not happen for most of victims.
Banks from central banks to commercial banks and bank transfers to bank accounts sound like safer but this safety comes after you already put your fund to banks and trust them. While you sacrifice your fund safety at the very first step, later steps are no longer too much important because you can firstly lose your money to banks, governments before risk of loss to criminals.