Either they accept bitcoin, directly on chain and/or to your own lightning wallet or I don’t spend my stats with you.

This will never happen. People ie regular merchants need intermediaries to help them in order to get started.

Additionally, since Square is a KYC merchant, when you bitcoin with a offramp, you actually create even more valuable chain analysis data than when you just buy from A KYC platform.

What valuable 'chain analysis data' do you create with a lightning spend?