You don’t need to invest an afternoon because Kali exists.
The point ist that you can’t do it yourself, the point is to get something running quick without much hassle.
Don’t take it personally, it’s just a direction I haven’t seen many researchers/pen testers use. I’ve seen most run it on a virtual machine or a second computer and modify Ubuntu/Debian to better suit their needs and a primary computer/os for business transactions etc.
I can’t speak for hackers but from anecdotal evidence it seems like they can do their work on most systems but hacking hardware is just easier on Linux in general.