Thankfully I don't hear much about it and when it does occur the Linux distros quickly address the issue. UEFI is poorly implemented in many motherboards. This is more of an issue with the System's UEFI NVRAM implementation being broken than it is with Linux causing a problem. There have been a couple of instances where an Ubuntu installer bricked a UEFI system when writing the boot entry into the UEFI NVRAM.
The only time you might have an issue is if you have a UEFI booting system (which Apple uses) and you install it onto your drive.
Downloading Kali Linux (or any Linux distribution) and booting from a USB drive should not cause your system any problems with normal use.
