A problem with illegally sourced money is civil asset forfeiture. If the government investigates someone, they often attempt to trace their funds in order to seize the proceeds of crime. If a bitcoin address receives a significant amount of illegal funds, they could even attempt to charge the owner of it with money laundering. If the government thinks money was illegally generated, there is a fairly low standard of proof needed for them to seize it or property bought with it, at least in the US.