Is it tho? A MetaMask wallet staking directly with the protocols/ yield aggregators is easier than creating a kraken account and doing KYC verification.
It's not easier at all which is why people don't do it....
There's definitely an appeal when it comes to having an exchange manage this all for you, even when they take a fee for doing so.
Holding a token on a hardware wallet is very easy to do these days.
The best way to obtain coins without going through KYC is by using the protocols. The most cost effective is running a filecoin node but there are thousands of ways of getting coins by participating in the ecosystem.