why is it so important to buy non KYC if eventually I would take them off line
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Because if your government knows that you bought those coins, then they may show up at your door forcing you to give them back (e.g. extra taxes).
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Unlike what many people believe, Bitcoin mixers and Monero do not fix KYC. Bitcoin mixers and Monero can provide on-chain privacy and make it difficult to find out where you are sending your money, but they do not remove the inaccessible government ID requirements of KYC exchanges and do not delete the permanent purchase records. Only KYC-free exchanges fix KYC.
This.
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