The only bad aspect I see about CEX is that you have to do that shit KYC, no matter how you withdraw.

KYC is bad not because of the gov/ taxman, but because your data is in 3rd parties several hands and you don't know where will end up.

I explained more details and aspects in several of my guides:

P2P exchanges are good for example when you want to:

The authorities know how much you bought on Kraken. Sending it out via Lightning doesn't necessary mean that your coin can't be traced. Might have to make at least a few hops.

P2P you avoid authorities/malicious actors knowing about your BTC

P2P you're really just distributing the risk of someone tying bitcoin to your identity, you are dealing with individual sellers so the transactions are distributed from different wallets, so it makes it harder to like to you.

You still need to do things like have multiple addresses for each transaction so you don't have outside links from different transactions since one bad incoming UTO or one bad spend could tie that all that stack to you, but P2P is a good start.

As for LN you can do P2P on a service like Robosats but you would need your own wallet, no sense buying on robosats and sending to a custodial wallet, who now has a record with an email and IP attached to it.

Lightning is the best shot we have at breaking the chainalysis link of exchanges outflow. It's like a trojan horse to privacy.

You're basically saying "if I don't care about privacy then why would I care about privacy" and expecting someone to convince you otherwise.

Seems reasonable to me. There may come a point where LN service providers are pressured into sharing tracking data with exchanges (particularly the custodial wallets).

Funnily enough, Kraken forbids the trading of Monero and other privacy coins here in the UK. As LN grows and sees increasing usage on dark markets, we'll see a crackdown on Lightning-enabled exchanges too. Hopefully by then Robosats, Peach, Bisq etc. will be much larger, faster and cheaper.