Only US airports that have a 3 letter IATA code get the 'K' treatment. Other strips eg private ones etc, get a 3 digit number/letter assigned to them.
Bahamas' codes are based on the UK system, but modified to identify the island group:
MY for Caribbean/Bahamas
3rd letter for the island eg N for New Providence, A for Abaco, G for Grand Bahama etc
4th letter for the airport eg MYAM for Marsh Harbour, MYAT for Treasure Cay, MYNN for Nassau, MYGF for Freeport.
It works well, once you understand the logic.