I have other ways to search anonymously. For 95% of my searches I'm happy to have my search history tracked, used to drive better results for me in the future and available for me to browse if I want to. As long as Kagi isn't selling my search history to another company, I actually prefer that they track my search history.
Note: currently Kagi doesn't track search history; I hope they find a way to enable it in the future.