This looks like a misunderstanding of what happened.
“I have set an alarm for 16:09” is just the wording of the quick answer, based on the linked result. It did not actually create a real alarm or timer inside Kagi or on your device. The reference shown underneath already makes that clear: it is pointing to an external wake-up/alarm website, not confirming that Kagi executed an action.
Also, “alarm for 16:09” is ambiguous in plain language. That can reasonably be interpreted either as “set an alarm at 16:09” or “set a timer until 16:09.” Kagi appears to have interpreted it as the former.
So this seems less like a bug and more like a combination of ambiguous phrasing plus a quick answer that sounds more agentic than it really is.