No, KDE does not need its own distro, that's the issue. They don't need their own method to distribute it which benefits no one.
The idea of a distribution for this specific purpose is best left in the hands of some organization with experience with this specific purpose, not KDE whose experience is developing desktop environments.
How exactly is it “awkward” for them and how exactly does distributing this in any way improve the development process of KDE? They can't even dogfood it obviously.