KiCad - Bus as input pin to a component
CAD programs like KiCAD, Altium, and Eagle are intended to assist the user in making a PC Board based on a schematic diagram.  To do that, the schematic must show all connections - what pins of this component connects to what pins of those other components - showing a bus as a single item does not allow that.

A block diagram could show a 32 bit bus as a "single" connection - but that is no help in specifying required connections on a PC board.

If you do have a single component that is a 32 bit 16-to-1 mux,  (must be a huge FPGA in a BGA package!) then you will propbably need to show the component as several sub-components on a schematic.