When track automation is set to one of the write modes, Having the FX window open with KK focused while playing should allow parameter automation to be recorded.
If you want automation to be recorded even with the FX window closed, you can do the following:
1. Open the FX window.
2. Find Komplete Kontrol, but before pressing enter on it, open the context menu.
3. Choose Compatibility settings, then Automation notifications, then Process all notifications.

Shout out to Jamie for the info, last checked 17th June 2026 with REAPER 7.74.