Give us more information. KYC for what specifically? Owning a BTC or ETH wallet doesn't need KYC. If it's about ICOs, then I'm really not 100% sure but why not have separate wallets to prevent potential issues instead? It's not like you'd have to spend hours on making/registering a wallet. It takes only a few seconds via MyEtherWallet.
I guess he is pertaining to Exchanges and ICO's. They ask they because the government told them to do so. If you're not doing anything wrong there's nothing to worry about that.