you pay for a service, which in turn pays for a Russian service, which is in bed with the Kremlin and used as a propaganda machine for an invasion of a sovereign nation.
The two-step may be convenient for you but depending where you land it is definitely an issue, even if you don't live in Russia.
Be thankful that it's not China doing the invasion, because you'd all have to stop buying anything except maybe local produce, and boycott all brands, foreign and domestic alike, because approximately everything is ultimately made in Chinese factories, thus contributing money to the Chinese government and its propaganda machine.
With that being said, I’m still a big fan of Kagi.