Its really 6 of one and a half dozen of the other.
Bitcoin can be traced if they can ID an address. As an example, if they ID the addresses used by a dark net market and you get busted they can link a payment you received to that market. This is why people use mixers to disconnect that link.
To my understanding Monero does not have that kind of linking in the ledger. So they can not link a payment received to a specific sender. However, monero is harder to cash out as most legit exchanges wont touch it. So you have to trade it for something that you can send to an exchange.