No, getting the money out of an exchange if you are in a country USA doesn't like is rocket science. Which was the whole point of using crypto rather than money.

The exchanges are for the people that can send the money, not receive it.

And those who are living in countries the USA doesn't like will probably have no issue to learn how to work with crypto. Of all the complex things they need to do to work around the restrictions, setting up a wallet barely registers.