It appears that ksudoku isn't properly included in the kdegames package. It's mentioned in Makefile.common but isn't installed as part of the package.
A commit references this bug:
Date: Fri Jul 10 18:13:18 UTC 2020
New revision: 541876
games/kdegames: add option of games/ksudoku
Reported by: anahata <firstname.lastname@example.org>
It's added now. Thanks for the report.