If your concern is about an exchange working with the government by insisting on KYC/AML rules, then I suggest you consider what it would be like to work with criminals. Any exchange that does not follow the law is a criminal operation and you will be sending your bitcoin to criminals. Maybe they are good, honest criminals with a heart of gold.  More likely they are going to just keep your money and leave you with absolutely no legal recourse. The police are not going to help you, the courts are not going to help you, you are done.
And for what? You could have made out with your free and clear profits.