Here in crypto, I don't know if there is some authorities that you can report that your wallet is stolen specially our KYC documents. That is the most important thing, because we all know that if the cyber criminals can get a hold of your personal info, they can used it at their disposal, or even sell it in the dark market.
When you submit kyc in any custodial service, it is that service that holds the kyc information and if anyone is going to lose it, it is the service and if they do, which they have on many occasions, it will be recorded that there was a data breach and the customers whose data has been exposed.
In my opinion, such people should be more worried about phishing attacks and also physical attacks, which are more common in cases like this, rather than getting arrested for a crime they didn't commit.