That is why, it's always better to use a non-custodial wallet to receive your funds, it is especially better for those who wish to hold their funds and not sell them immediately, because then they won't be facing any problems, at least not very soon. If in the future they want to sell them, if they care about privacy and anonymity, they should use a decentralized P2P platform for it, such as Bisq.
Use no KYC exchanges or true Peer to Peer platforms like Bisq is good option if you care about your fund safety and privacy.