Hey @asp,
The Coordinating-Only Node is effectively a load-balancer to multiple ES nodes. It is also responsible, as you noted, for offloading the creation of the final result set (see https://www.elastic.co/guide/en/elasticsearch/reference/7.1/modules-node.html#coordinating-node).
The benefit of having multiple ES nodes specified in your kibana.yml is for high availability. If you only have the single Coordinating Node specified, then Kibana will only function if that specific node is available. If that node falls out of the cluster, then Kibana will not be usable. Specifying multiple nodes here protects you from that scenario.