Just some quick tests: Used a 16GB USB 2.0 flash drive formatted with Rufus 2.11 to load the "try me" for Ubuntu 16.04 (versions are important) using F12 boot on my R11/R3 (now Swift 1). NP
Kali loaded on a similar flash drive the same way did not appear on the boot list.
Both 64 bit images.
ps Just tried on my Switch 12 and acted exactly the same way.