The ability to use it as an engine for rendering, which means you can use the same settings as a game such as shadowing and reflections, and even render scenes faster using GPU! Also the lighting tools are very useful. I dislike that the software lacks some major features found in other programs like Maya or 3ds Max, but this may be just my lack of knowledge. Maybe if I used more then one product I would have known sooner :). You can use Kray as direct or indirect lighting renderer, and I'm pretty sure there are tutorials out there for both. I am currently using it for modelling and texturing and later on for final rendering using the render engine.
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