Version 0.99.123.3-beta (WebKit 615.1.16.1)
On the new interface for Kagi: Click settings -> Go to https://kagi.com/settings?p=general
Click the hamburger menu at the top right:

All the dropdown items are unclickable in Orion.
Mouseover displays the expected URL:

But clicking it just closes the hamburger menu and doesn't take you to what you clicked.
In a Chromium-based browser, this works fine. In Orion & Safari, there appears to be an issue. This occurs in a clean testing profile on Orion as well, with no extensions.