My thought after some experience: Once a platform is KYC’d all withdrawn transactions can go to the same address from that exchange or buy point. A wallet address per exchange and per BTC source is fine in my mind. Tagging the address to identify the source exchange helps track what KYC exposure each address has inherently. Seems like no long list of dust addresses would plague you like this. And no unnecessary exposure of KYC’d transactions are caused with unaware commingling of held BTC.