One reason is because they've chosen to implement blacklists in the coordinator to avoid sanctioned addresses. Personally, I think that's kinda cowardly... But it's ok to be a bit cowardly when you're already taking risks by implementing coinjoin to begin with. What they're doing is really valuable for Bitcoin. That they choose to limit their legal risk is unfortunate. But it doesn't outweigh the rest of Wasabi, and people who are willing to take more risks as they are are more than welcome to run their own coordinators.