I find It kind of wild that people somehow think Kevin handled the whole 'Neil is actually Nathaniel' thing badly or in a wrong way, because I honestly cannot see It.
When he finds out, the first thing he does, as soon as he is able to talk to Neil in private, is tell him to RUN, bolt, save his life. They are going to lose the season, yes, It is going to suck, but Neil needs to run before It is too late.
Neil tells him he doesnt want to. Explains his decision to him. And Kevin....respects it. Because there is no good choice for Neil in the moment. He can stay and die or he can run and maybe delay his death in a few years. This is not a easy choice to make and Kevin respects and accepts whatever Neil has decided.
This doesn't mean he likes It or that he is fine with losing Neil. Just means that there is nothing either of them can do about the fact there are way too powerful people who want Neil's head on a silver platter.
Then Neil asks Kevin to not tell Andrew, and Kevin immediately understands why. He says with all the words: "Andrew wouldnt respect your choice"
Because Kevin understands there is no good or safe choice for Neil and he understands the least he can do is allow Neil to autonomy to decide.
Most of all, Kevin keeps Neil's secret. Not because he wants to keep It, but because Neil asked him to. Kevin understands this is the most he can do for Neil in that situation.
He cannot fight the Butcher, much less the Moriyamas (neither can Andrew). He cannot make Neil stop being Nathaniel. He cannot stop the people that are after him
But he can respect Neil's choice and keep his secret. So he does. Even If he knows this will make Andrew mas at him. Because for most of Kevin's life, he had all his choices made for him, because where Kevin comes from, keeping secrets was the most power he could ever have.
It baffles me that there are people who think he has somehow been selfish of done something absurd here.