If you unwittingly and unknowingly received coins from a nefarious actor identified by a coordinator, then nothing happens. That UTXO just sits there in the original address instead of being coinjoined.
This does not affect the user's privacy in any way whatsoever: All the user has to do is switch to a different coordinator who doesn't consider this coin to be a risk to their business or their customers, and coinjoin it with them instead.