The Australians were playing in their first match in their own country since the 2000 Sydney Olympics, and had been hoping to celebrate with a win.
The home team pulled a surprise with the selection of Karley Hynes for her first Grand Prix game of 2015, and it had immediate results with the Australians taking the opening set 25-18.
But Kenyan coach David Lungaho reshuffled his players, and with Makuto Everlyne and Moim Mercy running into good form the visitors soon took control, winning 18-25, 25-16, 25-20, 25-14.
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