I have an urge go make one and take the claws as the kensei weapon since they count as simple weapons.  What is wrong with me?

Martial Arts

At 1st level, your practice of martial arts gives you mastery of combat styles that use unarmed strikes and monk weapons, which are shortswords and any simple melee weapons that don’t have the two-handed or heavy property.

Form of the Beast

3rd-level Path of the Beast feature

When you enter your rage, you can transform, revealing the bestial power within you. Until the rage ends, you manifest a natural weapon. It counts as a simple melee weapon for you, and you add your Strength modifier to the attack and damage rolls when you attack with it, as normal.

Kensei does not seem necessary. It looks to me like Path of the Beast natural weapons count as monk weapons automatically for a multiclassed Beast Barb/Monk.

Agile Parry doesn't work with your beast stuff because you need to be holding your kensei weapon. You are not holding your claws because they are your hands as evidenced by the fact that they can hold weapons themselves. Neither are you holding your tail or teeth.

So if you want Agile Parry to work, your first kensei weapon should be something you use when not beast-formed that you can still hold but not use while raging. That's not terrible honestly, but the best way to use claws is swing first with your big weapon and then claw/claw. Your second one at level 6 monk can then be claws so you can use Deft Strike with them. 

The extra attack from claws is no joke, and IMO can make for an interesting addition to just about any melee class. But MC monk is hard to justify because you really feel the lack of ki points (especially if you're spending them on Deft Strike and Sharpen the Blade), the delayed martial arts die upgrades, and you're already stretched really thin stat-wise.