When you just tried this, did you play the KC first or second when it came up via Golem? If you decided to place (and play) it second, then sure...it should work as intended with an action card still in your hand.
But if you played Golem and then put the KC first, then I could see a problem. Golem might be saying, "Hmm... for this Golem, I have to play KC and [for example] Militia. Normally, I play these 2 action cards right after each other. But now, I am supposed to play an intervening action card (ie, via KC) from the player's hand. My programming does not allow me to do this."
That's just a guess on my part, of course. And I presume that any such problem with KC is also present with Golem + Throne Room, yes? If this is true, then KC is indeed being played, but it has no effect of course on Militia, since it was not an action card in the player's hand.