The security auditing distribution has less auditable requirements around building packages?
you know what they say, the cobbler's children are the worst shod ...
You've got to imagine that Kali linux is a very tempting target for supply chain attacks, if you can compromise a load of security testers, you might get access to all sorts of information....
As you say, supply chain attacks are very much possible especially because you're intentionally running various third party exploits and malware which you are not going to be able to vet - so you don't expect it to be secure, you don't even bother trying to secure it or trying to verify if it's been broken - you always treat it as something toxic that should be isolated and have limited, transient access to any data.
This (pentest tooling) is one of the areas that seems a good fit with containerization (podman, Docker, lxc etc), as their use case fits nicely (single use ephemeral images with some isolation)
It is most certainly not designed to be secure. This is expecting a battering ram to be resistant against being battering.