Less hassle. Plus if you are part of the community you get a better view on what tools are getting more prominent and what fixes or updates are being released.

I'm sure nobody who uses Kali needs it to exist, but that doesn't mean it doesn't add value.

It's just another type of test harness.

It's Debian Live, so you can extend or customize it to suit a particular need. That it is ready to run and leaves no trace adds a lot of value.

You may not win a bounty from a vendor, but it's pretty trivial to take their app, add it to an image and expose potential vectors.

Your own PIR may benefit from the forensics tools (without the lead time of getting them working).

It doesn't deliver any 'security' on its own.

It’s all of them in one place.

Installing some of these tools is annoying, let alone all of them. Having them in a easy to run image / VM makes life really easy.

It is meant to be run in a VM. Spin it up, log in as root, and go to work. It keeps your pentest machine separate from your daily driver - which you want to do for a myriad of reasons, not least of which is keeping your personal computer off a network that is actively being attacked.

Convenience.