They are still mechanically a "Melee Weapon", even if you throw them. This is the mechanic that allows Daggers to count as Monk Weapons, even when you throw them.
However, the question was "Should" not "Do they".
In that case: Attack and weapon classifications are known to be an absurd cluster of rules jargon that clashes endlessly with the philosophy of natural language. And every time I try to sort them out it gives me a headache. If you went out of your way to take spears, or daggers, or gods forbid even tridents as your Kensei weapon, I would give it to you out of a combination of pity and because there is an iconic image of a ninja weapon master using kunai for all kinds of tricks.