Companies shouldn't ask for people tot do a KYC process because it's cryptocurrency. If the just proceed with the project normally then they would have a better outcome.
The problem arises, when someone that did not do KYC, turns out to be a terrorist or wants to launder money (there exist AML laws for that). Now, I am not a fan of KYC, because of crypto being anonymous idea as you stated, but I don't see any other way at the moment. In the future, if ICO companies are willing to regulate crypto community with KYC, they should have stronger security measures and ICO participants should be protected with laws that would advise ICOs against selling their data. Right now, there is only some internet form that we have to fill in with our data and send screenshot of our ID. That is not enough and ICO companies should not get away with that!