The risk of this is minor. It exists but it happens very rarely compared to the number of successful transactions. There are many things you can do depending on how unsafe you feel:
1. Use AML tools. Some are free others cost money. You can analyze the coin you received before making a transfer, or you can ask to analyze the coin before the P2P transactions.
2. Decentralized mixing like JoinMarket. Without even knowing if the coins are problematic, you can send them into mixing and hope you get good ones.
3. Swap it on a DEX or do some atomic swap.

In reality you will not be labeled as a criminal as long as you have proof that this comes from some transactions. You may lose the coins for a very long time or forever though. Of course, the same would happen if you received money on your bank account from a very suspicious or dangerous source.

The risk of this is minor. It exists but it happens very rarely compared to the number of successful transactions. There are many things you can do depending on how unsafe you feel:
1. Use AML tools. Some are free others cost money. You can analyze the coin you received before making a transfer, or you can ask to analyze the coin before the P2P transactions.
2. Decentralized mixing like JoinMarket. Without even knowing if the coins are problematic, you can send them into mixing and hope you get good ones.

In reality you will not be labeled as a criminal as long as you have proof that this comes from some transactions. You may lose the coins for a very long time or forever though. Of course, the same would happen if you received money on your bank account from a very suspicious or dangerous source.