It seems I have set up everything correctly as per the guide you mentioned and I should indeed contact Kucoin as per why they don't support withdrawals of HBAR.
Directly contacting Kucoin customer service will surely give you assurance whether there is something wrong from their end or not. If there is still no luck, and the CS didn't help you enough. The last option would be to join and ask the Hedera community group:
https://www.reddit.com/r/hedera/wiki/index/links#wiki_discord.
But you should know the drill, be careful when you publicly ask for help, some scammer might lurking around in that group.