The OneAsia Tour said Kim left the course after the trophy presentation.
"I'm a really good friend of his so at the moment it doesn't feel great," Kang said. "Even though I won the tournament, I just feel really sorry for him. I was actually out there to celebrate for him, but I don't know what to say. It's horrible."
McIlroy is starting a stretch of three straight tournaments, the next two in Shanghai.
"I could have shot anything, absolutely anything," McIlroy said. "I only missed two greens and had so many chances, but it was like the story of yesterday. I just didn't hole enough putts. ... I feel like my game is in good shape going into the next few weeks, and that's a good thing."