I disagree with this thread. While it has its benefits, and if you can learn to do things safely you should. But for a lot of people this is the reason that they lose crypto or get hacked. There is a good number of people who are better off keeping their coins on exchanges or even just buying those ETFs.
The OP is not talking about keeping funds on centralized exchange, which is a bad practice whether you accept it or not. What he's saying is that we shouldn't send funds from mixers or gambling platforms to exchanges and vice versa. Because the transaction will be flagged and the funds will be frozen. Rather, we should use a non-custodial wallet to receive the funds first before sending to whatever destination.
I am not so sure that he's only talking about that, as it is only found in the middle of the post as a note. Anyhow, that is not saying anything then except don't break a services terms of service, which is common advice. Isn't it? The title is misleading a bit misleading. This can still cause problems depending on illegal activities and how deep exchanges are looking into history.