Bitcoin is supposed to be for privacy and for being your own bank. You could get your payment via different payment methods. Why bank? Bitcoin is supposed to eliminate the need for banks
Bitcoin should eliminate the need for exchanges too. Bitcoin is best for going to the shop (physically) and pay for some goods you will take home with yourself. Best would be if fiat would be completely off this equation. But it's not.
Now, what you mean by getting your payment different? Best would be face to face, in cash. But we also know that this has issues, from the fact the one who may want to trade with you is probably 1000s of miles away to the fact that face to face money operations face at least the risks of robbery and counterfeit.
And.. yeah, this means we "are back to" exchanges and banks and all the hassle with the (lack of) privacy. And yes, this also means we're using Bitcoin in the wrong way. Sadly. Is there a better option today (apart of moving to El Salvador)? I doubt it.
Bitcoin should eliminate any kind of third-party involvement. But since this is not happening today, we should try to be safe as much as possible. Of course, some exchanges offer their service without KYC. Maybe they do not have the "Made up" P2P system. When you link your bank account with exchanges, banks know the money comes from our crypto transactions.
What I mean by getting payment in different payment methods is that if there are any Bitcoin ATMs, utilize them. Almost every country has some kind of payment method like Cashapp, Perfect Money or others. We have Bkash, Nagad and many more systems where we can receive our payment. I haven't seen anyone get their account blocked or investigated. Those services never ask for the source of income or any details. All they want is some ID during the account opening.