To help inform public debate and decision making, RAND Europe explored the uses of cryptocurrencies for illicit or criminal purposes, focusing on the Zcash cryptocurrency, in a research project commissioned by the Electric Coin Company.
I think criminals may value more liquidity above anything else. I mean if you have illicit activities in mind you may for starters acquire or sell your Bitcoin directly in cash with somebody else so you are pseudonymous. So probably for them the fact that transactions on the blockchain are not private like Monero is not that of a deal breaker.
Of course there are other options like Coinjoin and so on. My point though is that what's the point if you have a very private coin but then there's no liquidity?
I don't think Bitcoin is the best coin for illicit activities but the network effect still makes it king.