They have deployed to multiple datacenters, your nearest one should be eu-west. You can see the datacenter where you connect to by opening the drawer on the right by clicking on the settings icon in the top right, and at the bottom is the datacenter location + the latency to it.

Maybe you could open an issue in kagifeedback, as they listen to the feedback, and for example deployed to south america because someone complained https://kagifeedback.org/d/2347-creation-of-new-server-in-so...

Region list:

https://status.kagi.com/

At least according to status page [1] they have locations in Europe, US and Asia. Haven't noticed any speed issues in Finland.

[1] https://status.kagi.com/