I had this problem with a KR10 which was also as new, like yours, it also clicked on direction change and would often click constantly like a clock at when at rest. There was also an associated problem of a slight delay when the axis was first commanded to move.
I went through a long slow back and forth with Kuka who tried changing some servo gain settings, but to no avail. In the end they recommended I replace the motors completely at considerable expense. I was reticent to do that since the robot was virtually unused and I couldn't spend that amount anyway.
Eventually I got sick of the noise and figured out how to remove the motors on A5 and A6. I found they had backlash in the bevel gear attached to the motor. I don't know how much play they are supposed to have, but it did seem to me this could not be helpful. So I machined the gear flanges very slightly to reduce the backlash and now the noise is much diminished.
Only occasionally now there is a click on direction change, but much less noticeable. A4 still clicks on direction change - I was not able to work out how to get to that one - perhaps leave it for a rainy day... In my view the motors on these axes are probably too small for the job. They work well at high speed but are less stable at very low speed. In fact Kuka made an excuse that the robot is designed for highspeed not for low speed... But I did not see that in the brochure..