I think what just happened to BTC-e shows the failure in this line of thinking. The regulated exchanges won't let your darknet market coins in. They'll freeze your account and report you to the authorities. BTC-e never would have done that, but here we are.
To be honest, I don't even send coins into KYC exchanges anymore. I send fiat money into Bitstamp or GDAX, buy, and keep the coins on exchange or send to cold storage. Whatever coins I've made from sports betting or trading, those definitely don't get sent there...
In the end, kyc is the only way that the SEC and and other financial security agencies do not continue to harass many users and the bitcoin trading market, this is a very vital case and we have obtained the facts from btc-e, money laundering is not expected by the government and eventually mixer business will make them reluctant to continue the program.
I'd say that any of the larger exchanges like Bitfinex, Poloniex and Kraken are big targets for the US government now. That's why we see Bitfinex exiting the US market, Poloniex changing its terms, and Bittrex enforcing stiffer verification, all in reaction to the BTC-e shutdown.
Smaller exchanges, especially if they prohibit US customers and don't handle fiat money, are probably fine to continue operation. But it's clear that regulation is where we are heading now, and larger exchanges can't hide from the long arm of the US law.