Have you tried exch.cx?
No kyc, and they accept bitcoin lightning payments.
I haven't tried it, I know it's through BTT, as exch are Automatic cryptocurrency swaps but that's not what I want. Then their fees are not cheap, around 5%.
In any case, this is not a problem, and so as not to go off topic, my question was why exchanges are not forced to upgrade? and it seems that the closest answer is that they do not have to pay additional costs for the upgrade, as users are the ones who pay the fees, so they will most likely not change anything.
I also believe that soon all exchanges will switch to KYC so the wallet remains the best solution even if there is an increase in fees.