The only value kernel mode anticheat manages to bring on Windows is that it puts up a significant work barrier to both modifying the kernel and doing so in a way that doesn't trigger the kernel mode anti-cheat detection. With a kernel made to be easily customized by end users and no kernel mode anti-cheat protection trying to detect such modifications then any verification the kernel could provide would be meaningless.

It's not actually the message from the kernel that provides the value, it's the work needed to fake such a message.