The only way to do that, is full decentralisation. But that's not going to happen any time soon.

I'm (up to some point) okay with centralized but well-known and regulated services (be it casinos or exchanges) that require KYC. I'm also okay with completely anonymous but trusted services that don't ask for any personal data.
Problems start when unregulated exchangers demand personal data after depositing, which many exchangers seem to do. We need more trusted exchangers, not less.