Kali, Parrot and Black Arch are pentesting distros, they’re not designed to be a daily driver or host your personal files so security/privacy there is an after though. They can have sandboxing/VM software out of the box but it’s intended for pentesting/analysis.
Qubes OS isn’t compatible with any of my hardware or i’d be using it. It’s by miles the most secure out of the box. It’s based on Xen instead of KVM for virtualization which i’m not super hot about but it’s all around pretty excellent imho.
I haven’t used Tails much but it’s intended to be a throw-away OS. It’s hard for me to use even as a throw-away VM because of how locked down it is. Whonix is another good one similar to Tails.