I see a difference between anonymity and financial privacy. For some people to be anonymous is not so important but their financial privacy has a value. The average Joe who you referer to isn't interested to be anti-KYC, in fact, they have no problem to give all information asked.
It is not easy to build a reputation for an ephemeral site, you will need to use 3 times more resources to build your reputation. I do know how easy it can be to set up offshore companies etc, but doing it over and over will just tarnish the image for the exchanges.
Also, how would you deal with people having some coins in their wallet, will you disappear with their coins each time?
How can they disappear with coins on the user's wallets if they don't have access to it? It's instant service, they didn't store users funds