that's true, but i think he was referring to the swaps @examplens did on splash.tf (assuming they keep zero logs).
On Splash.tf, after the exchange has been completed, the "delete order" button appears, which most likely removes all details of the transaction. We can only assume that they do not keep any log.
Even if that exchange keeps logs, they won't immediately send all logs of every user to all exchanges in the world.
When you convert eXch coins to USDT or whatever, you can safely send those USDT to any other CEX you want without any worries...
It was a different case with eXch, because all their payout transactions came from the same address, and all their addresses had a name tag. So it was not necessary to be a high technical expert to recognise where the coins came from.