This would only apply to solo-mined block rewards. If you use a mining pool, there is a coin trail through the pool. The pool likely has the IP address records of your miners and can link these to your payout transaction.

Mined coin is only just a little less traceable than exchange purchased coin.

Or use Monero which doesn't have transaction histories associated with it.

Why does it matter? Once you do the transfer, why would anyone refuse to send you the goods? It's not like they can reverse the transaction - only send back the equivalent amount in the best case.

Haha, hadn't thought of that :) This reason makes sense to me.