If I open a big phat LN channel with an UTXO and never close that channel... I could pass through infinite amount of sats, without any trace of moving funds onchain.

... just think about that.

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but that channel has to be opened in advance since an onchain tx is needed to poen it, or isn't it?

If you have a UTXO from a CEX, then use it to open a LN channel.

Then through that channel you can "mix" infinite amount of sats from other UTXOs.