Exodus for example, I dont think they collect your info. Let's say a government wanted to give a warrant for them to look into some random dudes wallet. Would they hand the info over or something or what?
If they have the info, they have no choice but to hand it over or else their business might get shut down or worse, they might end up behind bars. On the other hand of course, if they don't have the info in the first place, then they have nothing to hand over.