Yeah they do.  Proof of identity and proof of address is standard to open any financial account, or other services.  I wouldn't give out my passport personally, drivers licence works.  They use third party service to do the actual verification so possibly don't actually hold the data themselves.  However its a risk with potential for someone to simply start up a ICO for the intent of harvesting ID so we need some form of single portal to verify ID and validate you with some cryptographic signed token... oh someone has done this, just no ICO seems to use it.