Google is your friend tho, educate yourself.
Sorry, I am not interested enough to research yet another Bitcoin-related scam. I've seen plenty of them already.
I can't easily check its legal status in Cyprus but...
Find out, instead of guessing. Knowledge is power

Which part of "I can't" you fail to understand? There is a web site in Cyprus for the registered companies, but it is as slow as to be practically unusable from my end and we don't know under what name the company is registered anyway. And I am not part of the law enforcement and cannot check bank accounts.
2(a). If BTC-e is registered, and has not provided the registration to its clients, why?
I don't know. And I don't care.
But ...you will make lengthy posts about it. Why not play some vidya instead?
I am not making lengthy posts about it. Somebody posted that it was a Bulgarian exchange and I corrected him by reporting what I know - that only the servers are based in Bulgaria, the company is registered in Cyprus and the exchange is made and maintained by Russians. The rest of my posts in this thread is you disagreeing with me and me stating where I disagree with you. I am most definitely not advocating BTC-e, if you think that this is what I am doing.
It is simply not possible when you have to deal with large amounts of money in various currencies going through the fiat banking system. They could, however, refrain from revealing the fact that their company was registered in Cyprus. Yet they didn't do so.
You don't understand the rudiments of lying. "We're a legit business" sounds much less trustworthy than "Legend Machine is a tool & die manufacturer based in Lincoln, Nebraska."
Then, I'm afraid, you don't understand the rudiments of business. It is much worse for a business to be caught lying than to remain anonymous.
What is it about not giving investigators more leads/greater attack surface don't you get?
They would give them exactly zero leads by not saying which jurisdiction applies to them. Saying anything more (even if a lie) provides more information to the investigators.
I'm saying that dealing with any anonymous financial institution is a recipe for disaster, a notion which is self-evident to every child, everywhere but here on bitcointalk.
I disagree with the general principle - what is important is the trustworthyness and not the name of the institution. Bitcoin itself was designed to transfer value without the need to trust a third party. And Enron was a well-known business, nothing anonymous about it, yet it still turned out to be a scam which ended in a disaster.
But that's in general. In particular, as I said, if your point is that BTC-e is not trustworthy, I am not going to argue with you on this, mostly because I don't care whether it is or isn't.