I haven’t listened to the episode yet, so I don’t know if this was covered, but I was alerted to concerns about Kagi’s inclusion of Russian-government-affiliated Yandex in its results, and Kagi’s subsequent responses to those concerns.
This was touched on in this MPU thread (see linked Hacker News thread as well), and this thread on Kagi Feedback among others.
I was a quite content user of Kagi for about 2 years, but this issue and the, in my view, inadequate and bad-faith response by Kagi were primary factors for me canceling my subscription recently. Others may see it differently, but I think it’s worth sharing the information.