persistence issues w/ Kali Linux

[Nigel-727]

I successfully wrote the ISO files of MXLinux19 and LinuxMint19.3xfce (the latter with 500M persistence) onto the second, 8GB FAT32-formatted partition of a USB flash drive, and they both are bootable. :)

BUT: Persistence unfortunately doesn't seem to work in the case of Kali Linux, which is written as the third ISO, and even though the chosen size of persistence is 800M, and the free space is big enough, there is no trace of any casper... file. kali-linux-2019.4-amd64.iso (from https://www.kali.org/downloads/ )

Is there any particular reason why changes made after booting (ie. any small new document created on the desktop) don't persist between reboots? (even if "Live USB persistence" (or sth similar text) is chosen from the Kali boot menu)