KYC is literally for this, we can't do anything more than that, if an exchange asks for KYC and somehow still doesn't get the right guy that means there is nothing else they should be doing. Hell I have recently bought a yoga mat and didn't give any other information then my address so they can ship it, I bought a game from steam and never really gave ANY info, my name and address they asked there were all fake and nobody checked it twice.
So, exchanges are already doing something much much more than what the other ecommerce are doing, we should not be asking them anything more. If there is a hacking going on and people withdrew, just use their KYC to catch them, give all the info you have to cops and they will chase him, if not that means its not exchanges fault.