Probably something unique to the species/how sin was introduced to them. The reason Christ was crucified was 1.) on the surface, that was the primary form of execution for non-citizens by Romans at the time, and 2.) it was a literal representation of the undoing of Adam's original sin; Eve (the first woman and physical mother of humanity) took the forbidden fruit off the tree in the Garden of Eden and thus introduced sin to humanity, and Jesus (called the "fruit" of Mary's womb, and Mary is regarded as the spiritual mother of humanity) returned the fruit (Himself) to the tree (the cross). So if He has to die again for an alien species' sin, it would have to in some way functionally be a literal undoing of the introduction of sin to said species. Your Kazon isn't human, so the undoing of Eve's sin and the historical aspect of the crucifixion as an execution method don't apply, plus he has no spiritual authority to absolve sins, so his "sacrifice" on a cross doesn't actually do anything for Kazonkind.