Well, it doesn't work always because there are numerous ways hackers can get rid of the funds either by selling them in escrow group, or meet buyer in person. It's now the fate of the person that bought from them.
Staying in the shade, this is the safer way for those hackers to hide their identities while they are stealing other's people funds.
Walking under the sunlight in the middle of the day, if the hacker do this (I don't think so), they are not this dumb, I mean even if they swap them in wallets, it is still possible to track that address through blockchain.