Some exchanges have been known to blacklist addresses, because they might have to follow certain AML/ATF orders. That's also why they don't accept completely anonymous cryptocurrencies like Monero at all.

Legitimate merchants and users in bitcoin ecosystem should push back against overreaching censorship, and treat bitcoins as fungible commodity. Merchants and users shouldn't start censoring transactions themselves. If there's a problem at an exchange, it should be boycotted and forced out of business.

Also, if you're using Bitcoin with Lightning Network only, it's not possible to become associated with blacklisted addresses.