Since the 9.1 Personal KDM GUI does not account for anything other than KDE, this is a trouble spot for those wanting to add other WM's to the missing session menu in KDM. I was able to add this element in 9.1P on a couple of occasions, but I honestly don't know what the procedure is since it just "appeared" after I downloaded some devel packages and tinkered with the KDE login manger.
This was not an issue with the 9.0 version or the most recent 9.2 release.
Maybe you should just use GDM.
That will definitely work.