I wouldn't go as far as to say that all user actions are monitored today. With fiat, if you pay in cash, you can to essentially undetected (if you want to avoid face identification you can simply wear a mask which is still recommended even if not obligatory). If you are browsing the Internet, you can use VPN if you want to ensure your privacy. Also, nobody has enough resources to literally monitor every user (at least, to do so actively instead of living the job to algorithms). Bitcoin is transparent, so transactions are very traceable. Whether these lead to your real identity is largely a matter of how careful you are. As for me and privacy, I would prefer the companies to know less about me, yes, but I am also not going to go out of my way to achieve it.
P2P is definitely a way to stay hidden but at the same time we are talking about something that is a bit more definitely difficult for sure. I am not saying that we shouldn't do something like that at all, P2P is still a good way to go, but that doesn't mean that we have to use that neither.
I personally feel like government knowing what I am doing and how much money I have is fine by me, KYC is nothing to me at all. Don't get me wrong, I understand others doing it in hiding and that’s fine by me, I am not saying that it's bad, all I am saying is that we shouldn't really focus on anything that would be dangerous for our sake, and that’s fine, p2p or exchanges, both are fine.
