It is true that some Airdrops require the participant's ID. But I think it is not always too risky, depends on who provide the Airdrops. I ever participated in XLM Airdrop in blockchain.com, and it required KYC for registration and verification there. I followed all the requirements and there is no problem till now. But for new platforms that offer Airdrop KYC, I always refuse them. Since I don't know how the track-record of the teams yet, I never think to join.