Well, you shouldn't be giving your personal information to a random company that you don't know or trust, but even then, registered exchanges have not been known for their super security either.

As to ICOs, they could certainly be used for raising money for terrorism, and who knows if they already have been, given the number of frauds and "failed" projects. An IEO is a much safer bet if you're looking to invest in new crypto, as they're hosted on an official exchange which vets the projects, and not by the project itself: https://www.cyberius.com/initial-exchange-offering/