Others have made their points about USB passthrough for VMs but even if I were running Kali on bare metal —which does have its own merits— I would still use an external USB wifi adapter.
My main reason is signal degradation. There are some strong arguments against built-in adaptors.
- A laptop or desktop is a noisy environment to sit an antenna next to or inside.
- Built-in aerials are almost always omnidirectional. A [good] USB adaptor will give you a the choice of antennae. You can pick one that suits your situation.
- Even if you hacked-in an antenna extension from your built-in card to an external antenna, the extension lead between the two would see a very high signal loss as there's no active boosting. As analogue transmission, it's subject to interference too.
So the main benefit for me is you can plonk a USB dongle directly on the antenna itself and just run a shielded USB lead back to the computer. The USB signal is digital so there's no quality issue there. It's either received or not. This brings a 3m limit with it (and there are workarounds for that) but this is usually enough to get you to an electrically "isolated" vantage point, independent of your computer.
The following is something I own but the picture is not mine.
The adaptor is that little white brick in the background. It just has some heat-shrink around it to protect it from moisture and it's held on with velcro. Hardly high tech but very effective. I've had a good-enough connection in near-perfect conditions over 1KM.
I can also upgrade it very easily because it's just a USB dongle. And I can use my built-in card to connect to a local AP for browsing.