It's not the best, and quite clearly not a priority of the project yet. I'd say map integration is a little bit worse than in DuckDuckGo, which is already not as good as Google. If this is important to you it's probably too early to jump on Kagi.
On the positive side I didn't realize this before just now when checking it out in order to answer your question, so it hasn't bothered me much. Usually when I need address information I go straight to the service I see best fit.
I'd love to see Kagi make an effort to push OSM though, but that's probably not exactly on top of their priorities.
As a Kbin guy and paying Kagi user I feel weirdly seen.