The "sites" keep track of the transactions. This information could leak or law enforcement could successfully request this information.

High level analysis could find btc-altcoin transactions that "fit" together, maybe with later transaction when the person will eventually cash out, and use other data thats not obvious to us right now. A difficult problem, but one that is straightforward, fashionable (big data), profitable (lots of money at stake), and potentially something that law enforcement/intelligence agencies work on.

We tend to underestimate future capabilities ;)