So I checked the available noKYC ways of buying bitcoin. Azteco seems somewhat more difficult to track (in case government goons wanted to), but this can be used only for really small amounts. For somewhat bigger amounts, you would have to use one of the decentralized exchanges. And there the seller can ID you by you fiat payment. And who knows who the seller is, the same gov perhaps? Especially if you are dealing in larger amounts. So it is about who you want to trust, the unknown sellers, or central exchanges.
Purchasing face to face for cash is another matter, of course.