The KITCES study does not account for any inflation.
This is not true. The Kitces study in question most certainly takes inflation into account. The commentary in the Kitces article pertaining to the specific chart critiqued by the ERN article (which uses nominal figures) expressly discusses the fact that it is based on nominal (non-inflation-adjusted) dollars. And it goes on to provide another chart displaying inflation-adjusted spending as a percentage of total portfolio value, which demonstrates that the year 2000 retiree (whose portfolio followed the parameters of Kitces' asset allocation and other assumptions) was faring better (in terms of inflation-adjusted withdrawal rate) at the 15-year mark than history's worst-case retiree (which the ERN article seems to have conveniently overlooked when it highlighted Kitces' use of a portfolio value chart based on nominal dollars).
KITCES inflation is only calculated for the withdrawal but not for the portfolio value.
You can check the results easily with cfiresim. (when you check the period from 1966 onwards this flaw becomes even more obvious because of high inflation rates).
Starting year 2000 with a 60/40 portfolio with 0.1% fees leaves you with ~$700k adjusted now. (and not a nearly $1M like in the kitces study, because account value is not inflation adjusted (only the yearly withdrawal).
Everybody with a higher stock mix would have fared worse.
Currently the 10year bond yield is at ~2.5% instead of ~6% @ year 2000. The damage limiting component of bond yields is just not there today.
The ERN study is covering all that.