Quick link too easy to remove after installation, is this a problem?

@Argenti correctly noted that if you can open an 11s link with your fingers, then unless it is a Wipperman Connex, this is a bad sign. Most 11s and 12s links need a lot of force to close, and need pliers to open. YBN's 11s quick links see the easiest to close of all the links I’ve used, but even these can't be opened by hand.

I would wager that the OP may not have engaged one of the quick link's pins in the opposite hole, or that they might not have closed the link fully. If it's the latter, then that shouldn't be a big deal and you could just close the link properly. If it's the former, then if something had been bent out of shape then I would not risk it (except maybe to ride slowly to the bike store to get a new link).

Some of KMC's quick links are rated for re-use, and some are explicitly single use only. I found this out after my one 11s KMC chain had worn out, and I can't remember which type of link I got. It's possible that the multi-use KMC links are easier to open and close. However, even if true, then I don't think they could be opened by hand if closed properly. Even 9s and 10s links, as I recall, were not easy to open by hand except for the Wipperman Connex, pictured below. Note how the opening is shaped.

You might have just gotten one where the tolerances just don’t line up. For example, the slot on the side plates might be on the wider side, while the slot on the chain pins may be on the narrow side.

I agree with Argenti, don’t ride it. Since there evidently isn’t very much holding the chain together, you risk having the little tabs that actually engage with the chain pins rip off. One big, powerful multi-gear shift where the master link happens to be the one doing the work could put enough of a sideways load to break it.

If you buy another master link of the same model, you can try mixing the two links to hopefully get two working links.

There's a high chance it's counterfeit, depending on where you bought it from. The KMC quicklinks and chains are accurately made. Counterfeits are not. Some counterfeits will stay together IME, others from the same source will not

If you bought it from an Amazon seller, AliExpress or Ebay, it's likely to be fake.

This photo might not be clear but if you look at the genuine quicklink (bottom), it's chamfered which the fake is not (merely rounded). The markings do not mean too much.