I'm made a bootable USB with Kali on it
How? What software did you use to do this? I've not used Kali, but with most Linux distributions if you install it to a flash drive using something like unetbootin or pendrivelinux, it is a Live CD and the only mode is 'Live', maybe an install option but usually you don't see that on a boot menu. What options other than 'Live' do you see?