Strange problem. I changed the clutch bearing and when I put it back together, The gear shifter does not spring back. I checked all of the shift return springs and they are on and appear to still have tension on the springs. Could this be because the bike sat without transmission oil for 2 weeks until the parts came in ?
I am not familiar with the KDX, but my sons KX 60 did the smae theing. On the engine side cover, there is a "boss" directly over the shifter. The gasket was too thin and he boss was holding the shifter and not allowing it to return. (maybe because we reused the old gasket). Anyway, a simple side cover gasket replacement relieved the problem
Is it stuck in two gears, i.e. it's in 2nd, you shift up and it's in third but it doesn't click back down so that you can go to 4th...BUT you can shift back down to 2nd? Like a two speed?
I bet your shifter shaft is bent. I've replaced the shaft on all three of my KDX's. Did you brake your shifter lever lately? Pull the right side cover off and look at the spring & stop. Is it in good shape? What happens when you push and pull the lever? If it all looks good pull the shaft and roll it on a flat surface to see if it is bent.
Yet another possibility!......I once replaced the clutch basket in my 91kdx and when reassembling, I tightened main nut (to torque specs in the manual) and found that it was too tight. It didn't want to shift at all. I turned the washer around, loosened the nut a bit, and everything was fine..