The Kirikiri 2 games that give you an error message for missing .sig files use the sigcheck plugin to verify archive files with a signature. The system uses public key cryptography which means that only the public key can be found in the game's files, which can be used to check the signatures, but new signatures for the same public key can not be generated since that would require the private key.
Most game I've seen use this handle the actual work in script/release.ks where you'll find the public key and code that does the actual verification, so you have the option to either
Remove the signature check by uncommenting/removing the invocation of the check method to disable signature checks altogether, or
Generate your own public/private key pair, replace the original public key in release.ks with yours and generate new .sig files with your private key
You can then add your modified version of release.ks to to your patch.xp3 archive and if you did everything correctly, you'll be able to run the game without any error messages (and optionally with custom file signature verification).