What happens if you delete all secure boot variables?

Secure Boot should not prevent booting from a USB drive per se, although it should prevent booting an unsigned boot loader from any disk. I don't happen to know offhand if Kali provides a signed or unsigned boot loader, so this might or might not be your problem.

You should be able to disable Secure Boot from the firmware setup utility. If you can't do so, return the computer to the store for a refund and tell the manufacturer why you did so. You do NOT want a computer you can't control, which is what you've got if you can't shut off Secure Boot. (In the past, Microsoft required that users be able to disable Secure Boot on x86 and x86-64 computers bearing a Windows 8 logo. They made this optional for Windows 10, but most manufacturers are continuing to provide the option.)

If you want to take full control of your computer's Secure Boot functionality, you can replace the keys with your own. The process to do so is difficult to describe because the tools to do this are not very user-friendly and some critical details vary from one computer to another. I wrote this page on the subject, if you care to look into it. It's definitely easier to simply disable Secure Boot, but of course if you want the benefits of Secure Boot without using Microsoft's (or your computer manufacturer's) keys, replacing those keys is the way to go.