Because we don't know enough about Monero? Unless proven otherwise, Monero is anonymous. The IRS is even paying a nice bounty of 625K (but not that much actually as per the IRS resources) for whoever can crack the protocol https://news.ycombinator.com/item?id=25752042#:~:text=IRS%20....

But, there is a string attached. Who knows whether a genius will not have found a solution in 6 months?

One thing is sure, if you buy some drugs with some bank notes, that's not the bank notes which will betray you. If you're into any kind of (highly) illegal activity, Monero is not bad, but bank notes are just safer.