When you send a lot of ETH or USDT to a big exchange like Kraken, do they care if its come from a smaller non kyc exchange like Blofin? Do they care if it came from a bridge?
No, whatever type of exchange it doesn't matter where you send crypto from, whether you send usdt, eth, btc and so on, even if you send it from an unknown exchange or any wallet, including gambling sites, they don't care about that, as long as you don't get the delivery address wrong, your crypto will come in.
Kyc applies not only to sending from an exchange to another exchange, kyc applies to the users themselves in, for example, Binance, Kraken or other exchanges, what is certain is that kyc applies to users who carry out activities on the exchange, whether you carry out trading activities, investments, withdrawalsor deposit.