Box - Kali vs PwnBox nc issue

Hello all, I have been working through introduction Getting started content working with Kali on VM.
I ran into some issues with …dont know exactly what:
On the Knowledge Check machine when I run the on-site PwnBox I am able to run everything and get both flags.

On the VM I ran into issue with getting initial foothold doing exactly the same as on the PwnBox.
After getting admin password I get reverse shell, no issue

Kali VM
On Kali VM I do the exact same thing but I can not get any response from netcat listener, even after restarting VM, downloading new VPN connections and reseting box multiple times.

Is there some setting I missed when setting up Kali, maybe some firewall stuff I should check?
If you can spot where I went wrong please give me a hint.
Thank you.

result from PwnBox: