You are quite right. Not all KYCs are actually safe for one to do. Apart from ICOs, some airdrops sometimes require KYC of which you will later realize the airdrop to be fake. What then happens to the information they collected? Will it still be safe?
Only few ico are requiring Kyc and sometimes we do nothing but to follow what rules they have if the has a potentials to increase its value. But airdrop requiring kyc is just a bull shit rule with a small amount of money you could get from it they will ask your personal documents, was actually an insane rules.