It's not that she doesn't feel something very similar, but Kairi's always greatly enjoyed physical contact, so the difference isn't nearly so pronounced for her.

She does feel disappointed when he pulls his hand back, but that's nothing surprising for her. Honestly she's glad he let her take his hand in the first place.

"We're together. You should know as well as anyone how much that matters." Really, this place could be a dystopian nightmare and as long as she was with Riku and Sora, Kairi'd still keep her chin up.