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?
I have not make use of this exchange you mentioned above but I know quite well that some exchange does not do such investigations of where your coin is coming from but what I know that they can do is to ensure that you are a sincere someone by having your kyc done, because it is the kyc being your documentation that is necessary or important to every exchange because of scam once you are done with your kyc, I think that they have much to say or questions your deposit, because if their is any accusations against you, they have what they can tender to free themselves from the crime.
they do investigate from where the coin coming from sometime, I think they have automated system for this kind of thing.
KYC also doesn't guarantee you won't get your money frozen, as sometime they even demand more in-depth verification such as video call and so on.
I think most of exchange are doing exactly this because they have no choice but to comply to the regulation.
as for the smaller exchange that doesn't do this, they're just still under the radar, eventually they will.