KYC in wallet is fucking stupid and all governments are criminal organizations who should be systemically dismantled.
But hey, it's there. I'll be keeping my etn on exchange and selling them at the next dumping opportunity, fuck the government, tax is theft.
In any case, you can use that wallet that does not have a personal identity. Thereby you do not provide personal data and you will not be able to identify you. As an example, this ethereum wallet MEW.