Not sure why that would be so. If I recieve about 10 million USD in my account and move 8m of those into another; and then pay income tax on the 2m, would I not be ok?
A concern could exist in case the money in question was involved in funding nefarious activities, but that's not always the case with the story presented by these people
It's still money laundering, I believe. Remember, possibly laundered money, like possible drug money, is guilty until proven innocent, and since they sometimes literally bring cases against the money rather than any person, there's little pretense of upholding the money holder's (whether they're legally the "owner" is often at question and depends on jurisdiction) rights.
A concern could exist in case the money in question was involved in funding nefarious activities, but that's not always the case with the story presented by these people