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Bitcoin defines you need to sign the previous hash and the destination public key. By doing so, you assume that you transferred the money. That provides non-repudiation of the transaction to a given key pair.
If you used bitcoin to buy "guns", how can the court legally prove that you, a person, are the owner of the key that made the transaction?
Since the key is not certified by a trustable third-party, you can't prove the association between the key and its owner. Am I correct?