Unfortunately the MSFS radio system is pretty limited (albeit not as much as FSX/P3D was) and a bit buggy.
I can confirm that although an independent NAV 3 is now possible, as used by the KN62 DME to allow for independent tuning from NAV 1/NAV 2 with FREQ mode selected, Asobo haven't given us a method for toggling the DME audio associated with NAV 3, only NAV1/NAV2. That means that you will need to tune the DME into either NAV 1 or NAV 2 and use the DME selector switch at the top of the right instrument panel to control which DME ident is heard when the KMA 20 DME switch is selected.
We think we've now fixed the issue with the NAV 1 ident not working.