Its a policy called KYC. I wouldn't recommend participate in those ICO that requires KYC. Cryptocurrency is meant to be anonymous process then why should I give you my personal information. Be aware of that your personal information can be misused if you don't know your receiver properly.
Every legit ICO requires KYC/AML these days. I would like to know how you can invest without doing it 
Or do you have some legit ICO without KYC?