An investigator asking a question is not liability, and I don't believe any of the safe harbor or platform immunity laws in the EU or USA condition their protections on denying service to users from IP addresses belonging to providers that don't provide a certain level of assistance to law enforcement. I'm nearly certain you can't get in any kind of legal trouble for not blocking privacy-protecting services like Mullvad.

That's separate from the operational concern: you don't want people to post CSAM. I don't want people to post CSAM. Nearly everyone else doesn't want people to post CSAM, and most of us are willing to accept some level of inconvenience so that you can prevent or limit it. That said, once Lemmy offers more fine-grained tools, I hope lemmy.world will adopt a more fine-grained policy.