Don't keep your coins in an exchange and don't waste time to transfer your funds from an exchange to your noncustodial wallet after the purchase of your bitcoin from p2p trader if you are the type that buy bitcoin regularly. If you receive any funds into your wallet that you don't know the sender, freeze the coins and transfer all your funds to a different wallet which you created for that purpose.
Government or exchange cannot freeze your coins when they're in your noncustodial wallet. Not your keys.. Not your coins.
If I'm not trading p2p on exchange for converting airdrop usdt to fiat, I don't have any business keeping coin on exchange, I prefer to have mine on wallet. I don't mind to pay the transaction fee knowing fully that I can wake up and see my coin with me. I don't know if I'm the only one but anytime I tried to KYC on exchange, they causualy reject me and I don't know why, maybe this is one the signs.