im very private and secure with what i do and dont want to use exchanges, as i know its the best way right now.
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.
To each his own, I guess - we have so many options, and that's great to be in charge of how to behave on the topic of privacy and where to cash out.
Personally, the matter for me goes off via the P2P, and I never got bad results from it: however, it can happen and may happen eventually.