That’s absolutely true. The problem is that, to make use of VPN services, it’s required to have an account or other identifier.
But that’s no true for search engines. If I wanted to, I could make completely anonymous searches using SearXNG or DDG from different IPs and they would not have any way to correlate the search queries.
That’s not true with Kagi and it’s a completely unnecessary privacy risk you’re taking when using it.