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 615.1.16.1)