They only know the names and addresses of Intenet SITES, those are registered.
As for users, those addresses are allocated in bulk, in large ranges. Those name/address pairs are fungible and held only by the local Internet provider for their local operations.
ICANN never sees them. And doesn't care about them. And they cannot see them even if they wanted to...there is no technical mechanism for it.
Currently you can anonymize the websites you create. People doing a search are blocked from finding out who you are. But you’re not anonymous to the registrar. And now the registrar could be a Muslim fanatic persuing who owns “stopmuslimimmigration(dot)com” or whatever name you use.
That is exceedingly dangerous.