Say you have 1000 $1 bills marked with an identification number.

It's now easy to tell you're the thief as you own all the bills with all the ID numbers that were registered as used for the sale.

You then put it in a big box together with a thousand others who all also have $1k. You then shake and tumble the box, and then hand out $1k to each and everyone of them.

It's now quite hard to determine who is the thief, as everyone has about 1 registered bill, but 999 unregistered bills.

Then magnify that by a lot and throw in some extras, and it gets tricky.