I have, but I tend to choose the ICOs I invest in very carefully, so I have a certain level of trust at least in those running the show. If I was throwing money into more ICOs looking for quick flips, even if I don't believe in the team/product/etc, then I might be a lot more wary of doing KYC.
Right, KYC should not be anyone's problem unless of course those in the US who have been prevented from participating in ICOs, but for as long as the ICO is one that promises to be a great one, KYC is something that is really not a problem for me in anyway.
They want to know me, so be it. I am quite choosy on ICOs and if it is project with a good team that obviously should mean a lot, then I will gladly do all the verification that is needed.