Yeah a few exchanges offer this, it's a good idea. I think bitstamp do it as well. I might be a bit more expensive per transaction but you can always just withdraw cash once week or something.

How strongly are they actually enforcing it? Are people still listing their services on localbitcoins? There might still be the ability to sell or buy locally because some of these sellers have international clients and are able to send the money elsewhere. I noticed in India people are still listed on there even though they're facing trouble with bitcoin as well.