Exchanges should be started in business friendly countries, not in the US/UK/Poland/Germany
those are business friendly countries. if they weren't, they wouldn't have some of the highest per capita incomes in the world
i suspect you're getting privacy laws confused with business friendly
I'll add something.
US, UK and Germany are quite business friendly but they have some inconvenient regulations for companies wanting to do business involved with handling fiat.
Poland is generally NOT business friendly but in term of finances they have less of those regulations (AML/KYC/other BS). In the case of the recent Bitcoin-24's Polish bank account closure, it only happened because the German authorities investigating asked the Polish authorities to do so.