G'day jhonnny, and Welcome to Linux.org
Inside a virtual box, kali or any other linux distro has absolutely no effect on a Windows operating system at all.
SO, yes, you are still vulnerable in Windows
A few years ago, I became fed up with Windows 10, ....I wiped it completely by installing Linux Mint....I still have that to this day and have suffered no ill effects from malware etc
The only thing I pay attention to now is to secure my Browser (Firefox) Thats it
if you have a special interest in Kali Linux...be careful, it is usually only used buy specialists for advanced Penetration Testing and Security Auditing. Kali contains several hundred tools which are geared towards various information security tasks, such as Penetration Testing, Security research, Computer Forensics and Reverse Engineering.
It is not for beginners......I am still not capable of running it.....(nor do I have any interest in doing so !! )
Your question is definitely a crucial one.
Let us know what is is you want to achieve, and we will do our best to point you in the right direction.