A few problems.

Nothing is forcing them to use Bitcoin for their shady deeds or use it at all.
And if they do use Bitcoin, they can use the same current and future privacy tools/layers that any Bitcoin user can.
And if they do use Bitcoin without doing that, so what? They freely admit sending billions of our money to foreign countries right now. No one cares or does anything about it anyway.
Proof of assets means little if you don't have proof of liabilities.

https://github.com/libbitcoin/libbitcoin-system/wiki/Auditability-Fallacy