IANAL but KYC is a set of laws for banks and other regulated businesses. See https://en.wikipedia.org/wiki/Know_your_customer
Re ordering stuff pseudonomously, the main issue is probably payment, since credit cards are financial products and ARE subject to KYC laws. For other stuff, unless it's regulated (some kinds of medications and hazmat, etc.), the merchant probably doesn't care who you are, as long as they get paid.
I've sent cash in the mail on some occasions, mostly for small personal transactions, partly for privacy and partly for convenience.