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[1] I think the usual concern is more "they pay Yandex, and Yandex has ties to the Putin regime, so they are indirectly funding bad things done by Russia" than "their results have whatever biases Russia forces Yandex to have", but the latter could definitely also be a concern; there have definitely been allegations of Yandex results for e.g. searches related to Ukraine having pro-Russian biases.
[2] Rather than as a way to remind people who would object to Kagi's use of Yandex that it's happening.