I pointed out how to break this in my other post: police may access your private key in an unrelated investigation, and now they'll have proof that you were involved. Depending on the criminal activity you participated in, they may leave the investigation open for years.
But there's another possibility. There are no proofs that the encryption methods being used are unbreakable, they are just thought to be unbreakable because nobody knows how to break them. Since you can't change signing algorithms (remember the record of the the transaction will last forever), if someone does figure out a way to break them, it means that the police will be able to tie your illegal transaction to all your other transactions, and then it's not too hard to figure out who you are.
I'm not saying this is likely to happen soon, but do you really believe that SHA-256, etc. are going to remain secure forever?