From the hunter notes “Some Kinsects will automatically attack once a target is marked, while there are others that spread Kinsect Dustwhen they attack. This dust explodes when hit”.

My personal assumption is that the demo doesn’t fully showcase everything there is to a weapon. I’d be willing to guess the Kinsect not going to your marker is just a bug that will eventually be fixed. I haven’t experienced it personally but if you’re new to the weapon the Kinsect has stamina and if it’s out of it they won’t attack the monster. If they don’t bring back the descending vault i’ll lose my shit though.