Kali includes a huge number of tools (some pre-installed, others in the repos) that aren't available via the package manager for most distros. Also things like wifi drivers that are patched to support monitor mode and default login as root, which is insecure for day-to-day computing but since most of the tools require root access, it's quite nice on Kali.

I believe every network protocol and outside connection is disabled by default. It's supposed to be setup so that it can be booted invisibly, on an existing system via live USB so that you can simulate a real intrusion.