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No Stupid Questions
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Valve is great! Private and non-profit organizations give me some hope for a better internet one day.
Regarding Kagi, there are other potential concerns with privacy, data leaks and price gouging as well. The Patriot Act and Snowden's leaks have shown that companies will lie in their privacy policy to appeal to authorities even if they claim they are not storing information. All your health related searches, sensitive personal details, private life, etc is also always linked to your payment method waiting for a potential data leak if they are lying. (Or a copy is just sent to five eyes)
All that is to say, be wary of trusting your privacy to companies. Monetization is a powerful motivator!
You can pay with bitcoin, which might help keeping the account entirely anonymous for some.
After that power company got blackmailed in the American South and extorted for like 40000 Bitcoin, which they paid...but then within 24 hours the FBI had recovered all of it...which is something no one was supposed to be capable of doing, I'm going to go ahead and say Bitcoin anonymity is compromised.
That means the FBI or DHS has devoted the computational power necessary to track every.single.bitcoin.transaction and then indexed it all well enough to cross reference against metadata.
Bitcoin is as secure as they allow it to be. It's most likely allowed for the same reason the Tor network is, because it's an avenue to move resources or information to undercover assets overseas.