Then use Bisq. it's a decentralized exchange.

When I read stories about "people getting caught using bitcoin", I am baffled as to why they don't do this.

Maybe, just maybe, the people doing the catching know what they are doing?

Or maybe they don't. Usually, governemnt agencies outsource to private companies to do the tracking. And big companies like chainalysis admit they can't do much about monero or wasabi. Usually, when people get caught it's because the criminal was being stupid rather than the government being smart.