You can install an adblocker and Google/Microsoft end up losing money if you use them. You can't stop Kagi from sending money to Yandex, unless of course you stop using Kagi.
One big reason to use alternative search engines like Kagi is to try to break the search engine monopoly. A bit of a tangent, but I would argue that if search became revenue-neutral, Google would still continue to support and promote it. Control over search is incredibly valuable.