It is not so simple. Even if you do it anonymously, it has to be hosted somewhere. You could lose the domain and access to the hosting service provider. So they have means to shut it down or at least to make it very hard for you to operate if they want to.
True. But what about decentralized CDNs and domain name protocols? "De-Fi" developers can host the front-end interface for their platform on a decentralized CDN such as IPFS or Arweave for complete peace of mind. Domain names would be issued by protocols such as ENS or Unstoppable Domains to help ensure censorship-resistance.
There's really no excuse to avoid making truly-decentralized "De-Fi" apps. But I understand that most people seek convenience, so I wouldn't expect things to improve anytime soon. Existing "De-Fi" platforms will integrate KYC/AML, while retaining the security/reliability and cost-effectiveness of Blockchain technology. It's like combining the "best of both worlds". Regulations can either stimulate the growth of the "De-Fi" industry or hinder it altogether. We'll see what happens in the long run.