Why Kiln Dried?
Wood shrinks as it loses moisture and swells and it gains moisture. It should be dried to the % moisture content it will have during use.

As wood dries below 30% moisture content, most strength properties increase.

Nails, screws and glue hold better in seasoned wood.

Paints and finishes adhere better to seasoned wood.

Dry wood is a better thermal insulator than most wood preservatives.