From the documentation:
Known LimitationsCurrently, the KMLLayer is not supported in SceneView.MapImage is only supported when the MapView's spatial reference is WGS84 (wkid: 4326).More information can be found here about limitations using KML layers.
The KMLLayer uses a utility service from ArcGIS.com, therefore your kml/kmz files must be publicly accessible on the internet. If the kml/kmz files are behind a firewall you must to set the esriConfig.kmlServiceUrl to your own utility service (requires ArcGIS Enterprise).
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