I run 9/21/0 on Kennen so I really don't need health or the doran's shield. I'm free to start with 15 extra ability, sustain myself with potions, and have boots at level 1. Boots + 3 is the stronger item start on almost any caster, especially one who relies so heavily on movement speed like Kennen, so I'm not really sure why I "should be able to figure" it out. Frankly, your condescending tone really bugs me, since you have never even played Kennen.
Didn't know I sounded condescending.
I feel like the thing with running 9/21/0 as opposed to 9/0/21 is that you're not really specc'ing Kennen to his biggest advantage. He scales really well with levels, but not as well with AP when compared to most other AP carries. So you're basically increasing his ability to take harrass to lower his own ability to harrass. The extra 15 AP you're getting from Quints isn't going to be as beneficial as simply keeping up in level. In regards to Boots as opposed to a Doran's Shield, I'm pretty sure it's already been covered. He wants to be able to survive an opposing carry's burst as easily as possible; especially the level 6 burst. 9/21/0 lets you survive it, but since most AP carries are running 9/0/21 and therefore hitting the level 6 mark earlier than you, you're still probably taking more than you would if you were level 6 as well, and you're not going to be able to trade with any success at that point either. At least not until you hit 6 yourself.
The utility tree just gives a lot more beneficial stuff to Kennen in general though, really. Or at least, it gives stuff that he likes but either can't or won't buy, whereas the defensive tree gives a lot of stuff that Kennen likes but is more than likely going to buy anyway. Faster leveling, %-based movement speed increase, and CDR are things that Kennen loves, but he can't spec for any of them (outside of blue Elixir in terms of CDR; you're pretty much wasting your time with buying anything else). Kennen is usually buying some sort of stuff to help out his survivability just because he needs to get close to work best anyway.
Also, since E grants Armor and MRes, and that's basically his way in and out of a fight, he benefits a lot more with HP than he does with more Armor and MRes. The defensive tree is almost all about diminishing as opposed to straight HP (except for Veteran's Scars, obv, which is only the equivalent of about two HP Quints anyway), so it's less beneficial in that aspect as well.
Kennen was the first champ I ever played. Just an fyi. I sucked balls and fed like crazy then, but I still figured out what his abilities did. I also paid a lot of attention to him any time a Kennen was on my team or I saw one on a stream. I may not have really played him, but I feel as though I do at least have a decent idea of how to play him and what is most beneficial for him.