Junior Liza Fruendt paced MSU with 22 points, Alexa Willard added 14 and Lexi Hughes scored 13.
Kansas City remains winless at home in the playoffs since the 1993 postseason.
Coming to the aid of his sister, MSU Football Bear Richard Nelson was fatally shot Saturday.
Loyola hit 8 of 10 free-throw attempts in the final 1:04 to hold on.
Kansas City's Justin Houston is active for the first time since a loss to Tennessee on Dec. 18.