The leaf tips died because of lack of water. Why the leaf tips did not get water is harder to conclude.
Probably, the water you are giving drains away mostly through the kanuma past the root ball.
Bonsai or horticulture isn't about following dogmas. There is a reason why kanuma is preferred satsuki substrate for bonsai in Japan.
This is the case for specific horticultural reasons, related the the physical chemistry properties of the substrate, the preference of the species, the climate, and the goal in bonsai.
You are better off following these principles, rather than just adding in kanuma 'because satsuki need to be in kanuma'.
There are guides and comments on this site that in general, you want substrate mixes to be homogenous. And that putting a peat-grown nursery azalea into pure kanuma without sufficiency bare-rooting, is problematic.
I have put a peat-based root ball of an azalea into pure kanuma myself once, and I had no problems. But generally this is a questionable practice and high on my list of causes for your issue.