The government forces companies to backdoor their systems and use compromised implementations of what would otherwise be private and secure systems (see for example https://en.wikipedia.org/wiki/Lavabit). It's also worth noting that the only thing preventing your searches being linked to your account via IP address and browser fingerprinting is to use Tor which conveniently will also not protect your from the US government either. Account settings can also link a person's searches to their account.

The good news is that while the NSA will absolutely be tracking everything you search for while using Kagi they also do the exact same thing with every other search engine you use so what difference does it make.