Lastly, if you are curious as to the reason why you would need to purchase a Wi-Fi adapter for your virtual machine in the first place, that is because the virtual machine is not allowed to access the host's internal Wi-Fi card, because it is a virtual machine and cannot interact with your computer on a hardware level unless you use something like a Wi-Fi adapter. Also, if you are considering purchasing a Wi-Fi adapter, I would suggest one that does not require extra drivers to be installed, as that would require access to the internet. However, I know some people who have told me that plugging in such an adapter to a USB hub will cause some sort of 'input error', just FYI. I don't have much experience with Parallels, but I know that most virtual machine emulators allow you to connect other devices (again, such as an external Wi-Fi adapter). However, in order to connect to network interfaces - since you have mentioned the desire to use tools that require a connection to a Wi-Fi network - you will need a USB Wi-Fi adapter. UTM leverages the native hypervisor framework in macOS alongside the open source quick emulator (QEMU) framework that is used for virtualizing operating systems on Linux. It is possible to run Kali Linux in a virtual machine hypervisor, such as VirtualBox, VMware, and Parallels. Instead of buying an expensive Parallels or VMWare Fusion license to run a VM of Linux (slowly) on the M1, you can use the free Universal Turing Machine (UTM) app.

Install kali linux on mac vmware fusion