Since the exchanges know who you are they can fill in those gaps. BTC-e is a bit of an anomaly; at some point I expect them to either adopt KYC or be hounded out of business.
Ah, that's true. If BTC-e.com cooperates with authorities then the gap can be closed. But regular people can't force BTC-e.con to disclose that info. Also worth noting that, at least in my situation, BTC-e.com doesn't have my bank info. All they have on me is a working email address and the IP address I log in from. Only coinbase.com truly _knows_ who I am since they have my bank & e-trade account.
I guess nothing is completely out of the reach of authorities if they really wanna get you, but it's a bit more difficult with crypto-currency than just looking at your bank account history. Now, if every unregulated exchange turns into a bureaucracy-controlled entity then I guess they're no longer much better than a bank.
