.. the exchange retains knowledge of the destination and your identity, as KYC information has already been submitted. And for community mixing you don't need KYC or something similar. Therefore, privacy cannot be fully ensured without utilizing Bitcoin mixers.
Let me disagree with you on this one, even mixers don't fully guarantee your privacy, so what do we call what happened with Chipmixer then? They seized 7 terabytes of data!!! What is this seized data? And why does Chipmixer keep them??
Even if they don't ask for KYC, the mixers still have the deposit and withdrawal address and the IP, how do you guarantee that they will permanently erase it after the process is over?