Yeah you should. Because it is easy here in the internet for doing some fake informarion to transact business specially in trading. So it is important to get their contact to negotiate well.
if legal, I still do not like the existence KYC procedures, because we also do not know our personal information it is safe, I am afraid they ICO only concerned with tokens sale only. and KYC are only part of the requirements, so once ICO is done they do not care about the data of the users.