I was asked to explain why Kali Linux does not have any firewalls or endpoint security. I would appreciate any help as I am a complete beginner to Kali Linux.
Kali Linux is to be mainly used as a penetration testing operating system, it doesn't need security such as firewalls and antivirus' as it may cause issues during testing or hamper in-built tools and exploits to the point where it just won't function.
This is not to say that Kali Linux doesn't have any such security, here is a tutorial on how to secure your Kali Linux network, including configuring a firewall.
However, I do not recommend storing private information and other sensitive data on your Kali-linux system, but instead, use it exclusively for testing and learning purposes. This way, you really shouldn't have a reason to search for security measures.