Trustless block-chain is immune if it is enough decentralized (jurisdiction independent so to speak). Dapps may be immune if they follow the same logic.
Have I lost any funds to a Steem related dApp? Nope. But even if I had, I would blame myself and not lack of regulation/KYC or whatever...
And KYC is not about trust and/or security - it's about the powers that be controlling your assets...