No tools installed
Everything went smoothly with the first config, I could connect to the machine via SSH (with "kali", not with "ec2-user" anymore!) and I could install the packages needed for RDP. The connection was great!
Unfortunately, once logged in, I couldn't find any of the usual Kali security tools (Wireshark, nmap, Metasploit, ...)...am I missing something perhaps?!
The solution to this is installing a previous version of Kali. The 2019.4 works fine. To install a previous version, go to Launch Instances > type "Kali" > select "2 results in AWS Marketplace" > Select "Kali Linux" > View Additional Details in AWS Marketplace > Continue to Subscribe > Continue to Configuration > (select version and go ahead)