Regardless of the ultra secrecy with the protocol, some have argued that there may be a way to track transactions if there is a significant deposit and very low liquidity. They could have meant to sanction these addresses on other networks in which Tornado Cash agreement code does exist, but https://writinonempty.com/tornado-cash-explained-how-it-ensures-unmatched-confidentiality-on-ethereum-and-bnb/