This is very strange. Just to be clear, there are two pins plus the spring and extractor. About the only things I can think of is the front pin has a diagonal cut on it which should seat on the extractor to hold it in place once spring tension is applied. When everything is in place the rear pin should take some effort to push flush with the slide as you lock the slide-back into place. When fully assembled the extractor should move against spring tension but there is no way you should be able to get it to come out of the slide.
If it is assembled correctly with the proper spring, both pins and the front pin aligned to hold the extractor, and this still is an issue I'd get Kahr to look at it. Maybe the slide was milled out of spec and it's too loose.
FWIW I have: PM9,PM40,TP45,K9. Never seen this happen.