No. Withdrawing Monero would be like withdrawing cash from an ATM. The bank doesn't know what you did with your cash after you withdraw. But they would still know how much you took out. That's all.

Buying KYC isn't as bad as doing it with Bitcoin, but still potentially detrimental or even dangerous. I advise buying noKYC from LocalMonero or Bisq. Or swapping other crypto into Monero with Trocador.

Businesses accidentally leak customer data, get hacked, or are forced by government to hand it over. These things happen pretty often.