Any new project need investors. In an early contribution process of a project, KYC forms can help companies in gathering enough contributors and allow the project to grow as they will be more confident.

If you want to keep your privacy, you can always get somebody else to fill the form and transfer your crypto to whatever wallets that person owns. The transfers are hardly traceable so they wont find you but i don't really see the point of not filling those forms if you believe in a project.

Regarding Exchanges, this is an other story ...