As long as I use crypto, as far as I can remember, all wallets do not use KYC, because wallets that use KYC are not safe to hold our coins there. Crypto wallets must have high security standards. If the wallet can store Tron, then it is also possible to store TRC20.
In general, exchanges ask for KYC, because there are external withdrawals, and they have a limit on the number of withdrawals at a certain time.
Meanwhile, crypto wallets have no withdrawal limits. All assets are in your own wallet.