Yes, that's quite sensible. Lightning has good enough privacy for the dealers I guess, there's no tracking of funds, although when caught, the cops can ask where all the money wired from binance came from.
BTW I wrote about this in Cryptocurrencies: Hack your way to a better life. In two parts. One is that a wallet should allow me to pay any QR code. Zcash is coming close with interesting a multi chain dex straight from the shielded pool. The other way (receiving let's say onchain btc or tether swapped into shielded zcash) should work soon too.
The other one is this: https://juraj.bednar.io/en/blog-en/2022/10/24/the-law-of-cryptocurrency-isomorphism/