Privacy doesn't necessarily mean you have to be anonymous completely, you just have to be careful with revealing sensitive information that might make you a target. Most of these scammers are always on the lookout for the slightest information so sharing anything that relates you to owning a decent amount of Bitcoin can be risky and easily make you a target. People need to know that the less information you reveal the more difficult you make it for people to make you a target.
There is absolutely nothing wrong if you go anonymous these days, I mean you look at this family, the wife was pregnant, the 3 years old daughter and the husband were killed, the boy will have to grow up with the story that his parent died because they hold Bitcoin, it will be so difficult to erase the kind of memory. It's not like the child is even a baby that may have no memory of the incident, he is 6 years old already. This looks too comic like a movie, only a person with dark mind could pull this kind of assassination.
Using a centralized exchanged, you don't just trust them with your assets, you also share more details about yourself by doing their KYC which I don't think is right for user who prioritize privacy. Some people believe that self custody comes with responsibilities which they are not ready for but having your assets in your custody is the best thing.
I'm not sure you can use any centralized exchange at this point in 2026 without going through kyc, any coin you deposit will be link to you and whatever is going out as a withdrawal will be link back to you, there is nothing you can do to change that privacy unless you want to use that does not controls your keys. Some swap services may not ask for kyc, but they can freeze your coins, some of them are very useless.
There is a recent scam allegations against a swap service that refused to return xmr, they claim the coin is under investigation, I don't know when such dex start such services.
