A UTXO ("received coin") you hold requires two basic properties to be KYC free.
1. The coin must not be identified as belonging to you by an outside source at no point in its history (unless sufficiently mixed).
2. The address it occupies, and the addresses it previously occupied, must not have ever been exposed to a public node (potentially a surveillance node).
A surveillance node will receive your xPub (info to derive all 8.6 billion of your addresses), and your IP address...
That is a link to who you are (IP address are KYC'd).
Why do you need both?
Imagine you own a regular bank account. You receive dollars in private (cash), and then deposit to the bank. That money is now known to be yours.