Then you should have told this answer how to buy bitcoin without bank or government supervision. It will be very helpful for those who don't know much about this subject like me.
But I think, first of all we need the help of some bank or exchange for first time buy Bitcoin.
If someone wants to buy bitcoin in a new state, how can they buy it?
What is your opinion on that?
You still have options to buy Bitcoin without compromising your privacy. You have to search for it. It depends on where you are from. You can try platforms like agoradesk.com where you can buy Bitcoin without compromising your personal information. Even some centralized exchanges do not ask for KYC. You can check this thread
No-KYC Exchange Encyclopedia by Ratimov. Currently, there are 49 exchanges listed that do not ask for KYC. You can find the best one according to your needs.
We can still buy bitcoins without losing our privacy, but we still need the help of banks, if we don't use banks there will be no way to buy bitcoins even if we use DEX or centralized exchange. As long as fiat currencies remain the world's primary currency, we will always need the help of banks and fiat if we want to own bitcoin. That's actually quite annoying but we don't have a solution for that yet. But if you value privacy, you should use DEX from the beginning, don't try CEX without KYC, sometimes there will be unpredictable problems, IMO.