Bitcoin ATM should not be your priority if you're mindful of your privacy and wanted to have cheaper transaction fee, because these ATMs are owned by private companies and they charge on the use of any of their machines, not only that, it also have low availability rate, for us to locate one for use.

You may choose not to use a centralized exchange, but considering a decentralized exchange is not a bad idea, because they don't make use of KYC, yet you will exchange your currency and enjoy the use of their services the same way a centralized exchange can do.