Marginally. They have KYC for addresses from which funds are sent to exchanges in the Netherlands. A screenshot will do. You basically just declare that so and so address is controlled by you.

To get into a non-KYC'd address, you'll just need to add a step. If you're sending funds from a KYC'd exchange to a self-custodial address, it is already almost always the case that you're sending funds to an address of your own.

I agree that it is somewhat inconvenient and may add costs depending how careful you want to be with your privacy.