It's not something that get's explored too much in the show (at least Kenny's distrust doesn't get explored independently of the other kids, because none of the kids really trust adults, with good reason)

But with Kenny, like, he had to start being the "responsible one" in his house at 10. and even before that he was what the show dubbed a "free range kid", because his parents often couldn't be bothered to give a shit where he was or how he was until something bad had already happened to him.

And then most of the other adults in town tend to be either incompetent, malicious, or both.

So any adults in-game that might try to get close to him or mentor/parent him, is going to be looked at as either a (possibly well-meaning) mild annoyance or treated with outright suspicion. because if an adult "cares" that much, they probably want something from you.