Sorry but with current high cases identity theft where customer details later find their way into the dark web for resale. I don't think it's a good idea.
At least if it's a reputable exchange, people will have some little faith into doing KYC.
Do you ever use bank services?
The difference is that this is the web, Banks are in most cases regulated by Governments. Here on the web you just can't trust anyone. Any how with you details without ascertaining how good they are. You first have to prove yourself that you are a great exchange to work with.