I can build it myself and skip that step. Or, if the build process is reproducible, you can make trust less of an issue by having a small handful of independent people run their own builds and post their signatures. That way you need those people to all collude with Kagi to forge a bad build. This is how e.g. bitcoind binaries are handled.
Do I? I'm not going to post sensitive information into a search engine no matter who runs it.
My search history ain't worth much. What the contents of e.g. my bank website are is.