The difference is that it is likely that a majority of Bitcoin transactions for goods and services are for drugs, ransoms, and other illegal purposes because it is wildly inefficient to use as a payment system for legitimate transactions, due to high transaction fees, long confirmation times, and low merchant acceptance. The vast majority of transactions in US dollars, on the other hand, are legitimate.

Shapeshift to Monero before or after! Doesn't really matter.

Try buying cocaine from your local neighborhood cartel, contrast that to receiving shipments in the mail. World of difference as far as safety/security.