Borrowing this to talk about my own perspective for a minute which I should probably qualify:
So I am medium well-versed in a very specific Hinduism. I'm not a practitioner, and I don't claim to speak on behalf of those who do. I know someone I could show the depictions to, but he's not very interested in Type-Moon stuff and I have a feeling he'd be pretty disappointed. But he is the person who taught me most of what I know, and he's a Shakta Hindu.
To make a long story short, Shakta Hinduism worships Shakti (the animating force of the universe) as the preeminent force and supreme godhead, and depending on which sub-branch you are involved with, it manifests most directly in Durga, Kali and Lakshmi. You may be noticing a theme here. This goddess tradition is what I know best, and it's the one I'm going to be borrowing to use this. I know there are other perspectives, but I'm not qualified to talk about those, and the foundational Shakta text is literally referenced in Kali's lines, so here we go:
I think the most disappointing thing with Durga is how rote and mechanical she feels, which is extremely anticlimactic. In the Devi Mahatmyam (one of the foundational Shakta texts) in her confrontation with Mahishasura, she's having a great time. She's laughing at his boasts, she's shouting as she routs his forces, she reduces an asura to ashes by "hmph"-ing at him too hard. Borrowing a quote from the text itself:
"Honored likewise by the other Deva also with ornaments and weapons, she gave out a loud roar with a decrying laugh again and again. By her unending, exceedingly great, terrible roar the entire sky was filled, and there was great reverberation. All worlds shook, the seas trembled."
She tells jokes, she boasts, she laughs. She's a fighter, yes, but she's animate and involved, she's not dispassionate at all. It feels like they took the depiction of Durga as an instrument of the gods created to defeat Mahishasura and made that her personality by making her all robotic and stuff, and given that I know for a fact they must have read the Devi Mahatmyam, or at least be aware of it, it feels super weird. They could have gone a lot further with the red motif too - her skin is usually depicted as being red, and they could have gotten away with giving her a more otherworldly look. And, y'know, the whitewashing. And the bikini. The bikini's really the bit that gets my goat.
Kali...I give them partial points because they do capture some parts - the blood-drinking, the unabashed joy of carnage, the connection with Shakti and the dancing is all part of Kali...but it is a part. Again, it's missing so much - Kali as all-encompassing Time, as the voice of the downtrodden, the oppressed and the outcast. She is the primordial night whose inescapable maw swallows all life and light, but also the energy that animates you from your first breath to your last. She maintains the illusion of linear time and the material world, but also acts as a refuge for those who are tired of the Wheel and need an escape from the cycle of life and death. The fact that the design is so overtly horny isn't on its face a problem, Kali is often depicted as being alluring, but it's a very safe kind of horny that also doesn't really work on its own, especially because it's just a palette swap of Durga's weird metal bikini.
If Durga is a Warrior, a goddess who wants to make it seem as if there is a fair fight going on, then Kali is a Destroyer, stalking around and crushing things underfoot without so much of a struggle. They capture some of it okay with her Extra Attack and Noble Phantasm but the whole thing overall still feels kind of "meh," like they're still being written as Alter Egos with parts of their nature missing.
I think the big thing with Kali is that there's no element of her design that really elicits horror, which is an important part of her iconography. She dances around with a garland of skulls, she drinks blood, she has an attendant court of beings who ride jackals (the dakini, from which we get Dakiniten in Japan after the Syncretism Shuffle did its thing) howling in the night, wears a belt made of severed hands and is often depicted holding a severed head and a bloodied knife. That's the big visual element that's holding her back.
That and the ribbon. That fucking ribbon.