The key is that they can look at the ledger, but not alter the ledger. But also privacy improvements to the bitcoin protocol, privacy focused transactions like coinjoins, and payments on the lightning network help hide that even more.
This is only true if you think governments are not capable of pulling off a 51% attack. It would absolutely be feasible for a few of the world powers to pull it off, if not a single world power.
If "they" can track you down "they" can arrest you, kill you, torture you, extort you, ...
Also, they can do all of those things, but you can setup your private keys in a way that your family will still have access to the bitcoin even if you are killed
"Help" with privacy isn't enough, you need something that is bulletproof and either resistant to you screwing up the OPSEC or otherwise you have to get OPSEC right all the time.
Using the same mixer as terrorists could get you charged under anti-terrorism laws.
Before you use one I'd ask you to ask yourself if you want to be complicit in large-scale tax evasion, international sex trafficking and all sorts of awful things that make the mixer more than a game where you can imagine you're important because you're a spy or something.
Before the fact? Sure - but then the 51% issue doesn't happen, and you get to precrime
They can show up to your house and shoot you.
Censorship-resistance is not an all-or-nothing game, but a gradual refinement.
If you want something where they can't just look at the ledger, look at Zcash:
There are countries with totalitarian governments where you can still make private transactions, as long as you don't get too loud about it. And there are countries where any financial transaction will put your family in labor camp for three generations. Some fancy bits on the internet won't help anyone in a rut like that. Doesn't make them useless.