Even recently there was a person who was running a bitcoin ATM company without any license or following any KYC rules with over 100's of ATMs across California malls and now he is facing federal charges.
Running a business without licence and not asking for KYC when buying/selling BTC up to certain amount are two completely different things. Getting charges and fines for not registering business, not paying taxes etc will happen to you in just about any country, for any business you can imagine, but some countries like Croatia still don't require KYC up to certain amount, and I doubt it's the only one in Europe with such laws.