Orion Settings - Search - Kagi. Select "Kagi Settings."
Resulting dialog sends you to Kagi Settings -> Privacy menu screen for the link.
That link isn't on the Kagi settings - Privacy screen, which only contains:
It's on Kagi Settings - Account page as Sessions Link:
Mac Ventura 13.2
Orion Version 0.99.123.1-beta (WebKit 6126.96.36.199)