I also don't use Kagi because of Yandex, and my reason is that it's a Russian company, owned by people close to the Russian government.
On the other hand Kagi is an American company so is at the very least abiding by US sanctions.
But I agree, we should be more vigilant about who and what our money supports.
It is especially logical to "discriminate" corporations which are not corrupt monopolies entwined with corrupt governments. Boycotting FAANG corpos is as pointless as it is impossible. The only reaction one may get from those is dead silence. Boycotting Kagi and publicly shaming them, may make them wake up and correct their misguided ways. For example, after years of nagging and shaming, DuckDuckGo has cut ties with Ruzzians. So that sometimes does work.