You're right that the work done on the charge is not equal to the change in the charge's kinetic energy in this case. An accelerated charged body (let's assume it's of finite size, to avoid the infinite energy problem of point charges) will have a change in its "near field", and it will send off electromagnetic radiation. The work done by this external agency on the charged body will be equal to the total energy imparted to all three of these things:
$$
W = \Delta KE + \Delta E_\text{near field} + E_\text{radiated}.
$$
It is possible to account for this "deficit" in the resulting kinetic energy of the charge by defining a so-called radiation reaction force, which can in some sense be thought of as the force that the charged body exerts on itself as it accelerates. In this case, you still have $W = \Delta KE$, so long as you define $W$ to be the work done both by the external agency and by the radiation reaction force. However, this force has some weird properties (it's proportional to the time derivative of the acceleration, for one thing), which is why you usually don't hear about it in intro E&M classes.