If you're DCAíng and don't want to do KYC just send your BTC to your self custody wallet...
Sending your BTC to a custody wallet doesnt really have anything to do with avoiding KYC. It all depends on the source. Most people buy coins from CEX exchanges using KYC, then move them to self-custody wallets because they dont care . When the time comes to shave off some or sell (through CEX exchanges), its much easier because the coins originally came from a KYC-verified source.
Unless you have a specific reason for the coins (maybe for privacy), or
youre trying to stay completely off the grid, youd need a different source. But even then, its hard to know where your sats are really coming from, so it gets a bit more complicated than just being a DCA holder who doesnt really care about all that, but yeah! you have the privacy thats not linked to any KYC -source .
AFAIK, only the exchange has your personal details..unless theres a data breach, or the government are on to it..you must be on their radar