Will you send your docs in KYC case?
Do you think that it really helps to find illegal activities?
When dealing with Fiat/BTC I always do kyc, if it's a trusted exchange with high volume and the exchange is respected in the community. There is no other option.
If I am doing only Fiat/crypto I never do any kyc, as it is usually not required. There are many good exchanges such as binance that doesn't require kyc.