Same experience here. I tried Kagi when I got a new job and I thought that having a good search engine would be beneficial to me. It is indeed the best search engine I’ve ever used and I won’t stop using it.
The issues because there are some: it’s a bit expensive (but I gain at least 1 hour every day as I am not struggling with shitty results from Google), and the “privacy” of your searches cannot be proved once and for all even if they swear they don’t store anything.
The harm is that it’s installed. There is no reason for doing this. It can be done on demand in one second if the user subscribes to their VPN.
It also shows once once again that they keep on doing their shady shit and still cannot be trusted (or at least that they are a bunch of incompetent developers).