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Yes, I think they should implement KYC pretty darn quick, and perhaps there’s more they can do. But he didn’t make the death threats.
And what do you think KYC would help with? The threats were made on WhatsApp, not Polymarket.

It would make more sense to campaign for better background checks on WhatsApp. A case can be made that a chat system with discoverable identities should have better safeguards. If the incentive to make a threat is financial gain rather than a pure desire to kill, restricting the means in which a threat can even be made (or identifying the participants) would help silence the noise and give actionable insights to law enforcment.

I’m generally opposed to KYC and similar measures, but if a platform is already collecting massive amounts of user data, it should at least use that data to help protect the people who become vulnerable because of it.

Polymarket is a set of blockchain smart contracts. It's banned in most countries but you can still use it by interacting with the blockchain directly.
WhatsApp would be more direct, but if they're uncooperative then knowing who is betting might provide some clues.
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That might help in some cases, but even if there are 10,000 people with bets of >$X on an outcome, that won't be much help determining which one is making anonymous death threats.

There is a fundamental architectural problem here with no easy band-aid fix, and the companies involved are desperate to deny it because their founders have personal fortunes riding on it.