as other users have said, KSN is equal to cloud component in other AVs. Therefore, it's super important for early detection of malwares. If it's disabled, kaspersky WILL lose at least 10-50% of its detection rate depending on the age of the malwares. If you see the detection name with the beginning of "UDS:....", this means something is detected by KSN. "PDM:..." means behavioral blocker
similarly, even worse, if we disable cloud protection in windows defender, we will lose up to 95% of its strength, making Windows defender close to useless. All the power of WD is on the cloud
no internet, no cloud = no WD