Thoughts are simple. OKEx Korea know everyone on their exchange, since they KYCed themself. So they know who deposited every coin on the exchange as who withdraw coins from that exchange. That is what FATF policy is all about. In FATF policy there is no reason for delisting any coin. There are just reasons for them to focus more in KYCing their customers.
It seems true but why okex has said like this
In its notice, OKEX Korea said it will delist cryptocurrencies that violate laws or regulations [and] policies of government agencies and major agencies.
Specifically, in this case, it cited the travel rule recommendation to national regulators from the Financial Action Task Force (FATF) as the reason for pulling the five coins.
https://www.coindesk.com/okex-korea-drops-5-privacy-coins-citing-fatf-rulesBut this will be only implemented in the okex's Korea based exchange but another platform still remains the same to allow the trade for these privacy coins.