I don't see any reason why you shouldn't continue using that CEX if you know what caused your problems, and if all of that is now a thing of the past. However, even if you are careful in the future, it is not excluded that you may have problems again, because it is obvious that they implement their crazy policies that include the so-called tainted coins.
Alternatives in the form of some other CEXs certainly exist, but don't be fooled into thinking they operate in a different way. It might be best to check the AML score of your coins before each transaction, although that doesn't mean you're 100% sure that your account won't be frozen.