Lame-duck sessions are yet another relic of the 18th Century that have no use in modern politics...
I don't think they're per se harmful. Usually, winners of every election need some time to get their personell together and prepare for their first actions in office. In the meantime, someone needs to head the executive branch. Legislatures obviously shouldn't pass important laws during a lame duck session, if there is even one. In Kentucky's case, the lame duck period (session actually only applies to legislatures) is shorter than in almost every state besides Alaska and Hawaii. Most new governors get sworn in in January. A number of states have January 1st like New York, in Texas it's around January 20th.
The lame duck period after the 2020 presidential election should be interesting if Trump loses.
It's interesting, though, that lame duck periods even differ within a state. The new statewide elected officials in Kentucky will be sworn in in January, not December. In Pennsylvania and California, the legislative lame duck is shorter than the governor's. I also remember in early 2015, Republicans expanded their majorities in the Pennsylvania General Assembly while Republican Governor Tom Corbett was defeated by Democrat Tom Wolf. Throughout Corbett's term, he unsuccessfully tried to privatize the state's liqour stores. However, a handful of Republican lawmakers were against it. After the 2014 election, they had the votes to pass, but Wolf was opposed. Some Republicans then suggested to pass the bill after the new sessions begun but while Corbett was still in office and sign it into law. It was a time window of about two weeks. Ultimately it didn't happen for some reason.
