I'm beginner, but if both ExchangeA and ExchangeB is investigated by law enforcement, ExA knows sent address and ExB knows received address. So it's not perfect

I'm beginner, but if both ExchangeA and ExchangeB is investigated by law enforcement, ExA knows sent address and ExB knows received address. So it's not perfect unless you add intermediate private XMR wallet between A and B, isn't it?