Based on the title, he is asking about the importance of BTC that doesn't have KYC; he is just giving a sample of if he is DCAing bitcoin with no KYC.
There's no other advantage of having a BTC with no KYC; it's your privacy concerns. If you don't want someone to monitor your investment in BTC for the long term, then buying BTC on a non-KYC exchange is a good option, and there's no hassle of going through exchanges that ask for KYC verification. I don't see the importance of having BTC with no KYC, but if you are concerned about your privacy, that's the reason why we are going to use an exchange with no KYC.
Buying Bitcoin without KYC is good for privacy but there are other practical steps which can affect a personal privacy. Privacy must be protected at the start and along the way, to keep it as most private as possible. You can not buy bitcoin without KYC but later share your public address together with your identity somewhere on the Internet.
Protect your Bitcoin privacy
https://bitcoin.org/en/protect-your-privacyBitcoin Privacy Guide
https://bitcoiner.guide/privacy/Bitcoin Privacy Resources
https://www.lopp.net/bitcoin-information/privacy.html