Are you using the latest version of Primal? Are you using Android or iOS? I'm on Android. I don't have any KYC nonsense in my two installations of Primal. In mine, you would be able to use Alby to send via NWC, and receive by plugging in your LN address. Another thing that might be different between your Primal and mine is that I don't get it from any app store. I pull it straight from their GitHub repo. Perhaps their app store variants are slightly different do to compliance requirements for the stores.
Discussion
I’m using 2.0 on the Canadian-accessible App Store. As it stands now, I’ve had incoming and outgoing zaps working on Damus for a year or so, but I have had to use the zap zap zap script at times to make it work for sending zaps. It’s pretty convoluted. I’ve been hesitant to mess with my Damus setup because it is working.
In the Alby Hub App Store, it appears there is only support for connecting to Primal on an Android device.
No, you just need the Alby NWC connect string. You don't have to connect the app through their app connect screen. You can connect any app that's NWC compatible.