It's possible, in theory, that an AI could establish a crypto wallet, but what would they do with it? AI doesn't have desires. It doesn't do what it isn't told to do (although those instructions can be broad and vague). Even if an AI did somehow do something bad without being told, that AI would still be set up by a human and running on some human's hardware and using a human's internet connection.

Maybe in the distant sci-fi future we'll have actual AI (not just glorified chatbots) and AI will be able to decide for itself what it wants to do with its time and we'll be allowing AI to sign leases on property and set up accounts with utility companies, and if that day comes we're going to have a lot of problems if we're not ready for it, but until then it's AI on a human's hardware at a human's property running up a human's electric bill.