KYC on exchange market I think is fine and not worried about our data, but for an IEO or ICO project needed KYC its not good ideas to give our data for them.
Decent exchanges who are concerned about their reputations will have a decency to keep their participants being safe and to work with them as attached as possible while with ICO's or IEO's project shouldn't asking for this personal information as it's not a big deal when starting a project, crypto intends to be anonymous and freedom to work with the system.