What's to stop getting bad KYC coins from an exchange?

the way i buy coin currently is i get lightning network BTC from an exchange specific to my country, this gets sent to a strike wallet, then i get strike to send me actual BTC (this is the cheapest way for me to get coin, as I pay 1% on the exchange and nothing for the transfer)

I was just wondering, when people launder BTC and mix it or whatever, what is to stop either my local exchange (which deals in both BTC and lightning) or strike ending up with some, and sending it to me when i buy, I would have no way to check this before receiving the funds, and it could compromise my entire stack which sits on one wallet