I recently ran across a piece of news somewhere about the exchange and what caught my eyes is the promise they will never require KYC. I looked into it and found they publicly announced about it plus they don't have withdrawal limits.
First you would have to decide whether to keep using deribit or move to another site. If KYC haunts you then this might seen a good option to now. Now also note that the legitimacy of the site is also not guaranteed, you have to decide on that.
Again today they are saying that they would never go for KYC, but tomorrow or after a few years when people have forgotten about past events they will suddenly impose KYC and force users. Nobody will remember the news or even if they do and call scam, the owners will be least bothered since they have already grown a userbase and are not forcing KYC. It will be like a "Take it or leave it" scenario - know what I mean?
In short, just like you as a user are haunted by KYC, these exchanges are haunted by authorities who attempt to monitor them. Hence one fine day they have to crack down to their extortion and give out the KYC info to the authorities. Its the sad reality.