well, if they weren't doing something that would've otherwise been deemed illegal, then why would they consider it self-incriminating to have to follow KYC/AML rules?
You sound like a helpful world citizen. The other problem the US has is that it is illegal for a US Citizen to pay a bribe but there's no realistic enforcement. Luckily you can help solve this. Whenever and wherever you travel you can keep
some forms with you and every time you are pulled over you can fill them out with the police in quadruplicate so that each of you can mail them to Washington. At some later point the US can try to cross reference and determine who didn't mail theirs and then whether anyone was actually under US jurisdiction during the incident.
The right to a fair trial fundamentally requires the government to do 100% of the job of proving you guilty, and it shouldn’t force you to generate evidence against yourself while going about perfectly legal things