If unfortunately you invest in a scam initial coin offering icos I think your biggest worry is your funds that will be lost. There so many things that you do that would require you identification (kyc) be it passport, Id cards, drivers license.

As an individual I can keep count on how many times or places I have submitted my kyc. So I think worry about kyc in a scam investment is like trying to save an ant out of a burning house when you baby is in the same house