While I'm no security expert, not even a security beginner, you have to understand why Kali was made and for what reason. Of the above, Rui's answer seem to be close to a perfect answer. To be more pragmatic, you have to think why it was made the way it is made. As you have heard from other users, it is a collection of tools to pentest a machine. Now think from either a hacker or a security company. Now you are supposed to compromise a machine without compromising yourself. And anybody who knows anything about security would tell you there is always a compromise between having a feature and occupying memory space. So the idea is have and leave minimum memory footprint (even temporarily) while at the same time detecting if the system has been compromised or compromising it.