You're right, many crypto exchanges operating on the right side of the law will freeze these funds.
For those interested in this, CT (crypto twitter) makes tracking North Korea's stolen winnings a bit of a sport.
samczsun, an excellent security auditor who's working at Paradigm these days, broke down some of the org in a post the other day.
https://x.com/samczsun/status/1906754853063565720?t=N4aqa6Vy...
Taylor Monahan at MetaMask also makes a habit of tracing funds and shares some pretty interesting finds around NK's laundering efforts.