If it’s KYC then there will be a record of your ownership to it. Breaking the link doesn’t erase that record but makes it difficult to prove where it went. It’s possible that they clamp down on these services at some point in the future by requiring all owners of Bitcoin to declare how much they have every year. So if you sent 500k sats to cashu that you bought from strike, then by next year when its tax time, they could make you declare how much you still have.