Kwapień's property (K) in Lipschitz-free spaces

We prove that a Lipschitz-free space \F(M) fails Kwapień's property (K) whenever its underlying metric space $M$ contains a bi-Lipschitz copy of $C\times K$, where $C\subset\R$ is closed with positive measure and $K$ contains a Cantor metric space. Consequently, this holds for every subset of $\R^n$, $n\geqslant2$, whose closure has positive measure, and for a compact planar set of Assouad dimension one. These Lipschitz-free spaces embed into no strongly weakly compactly generated space and no $L_1$-space; in the separable case their duals are not isomorphic to $\ell_\infty$. Combining our result with a decomposition of Aliaga and Medina, we show that \F(\R^n\times\Z^m) is strongly weakly compactly generated if and only if it has (K), and this occurs precisely when $n\leqslant1$. In particular, \F(\R^2) does not embed isomorphically into \F(\R\times\Z), answering a question of Aliaga. The planar examples nevertheless have the Dunford–Pettis property and Pełczyński's property $(V^*)$ and are weakly sequentially complete.