If you want to play a kit, you have to load it onto ram. Then if you decide not to use it in your beat, you have to go delete all of its samples from the project sample pool one by one.
You can audition single samples in the file browser as far as I remember but I don’t know about kits.
At present, the MPC Live and X are not really suitable if your goal is external sequencing. All MIDI inputs are rechannelized to go to the currently selected track, so they are in essence monotimbral when it comes to external MIDI. This is supposed to change in a future software updated, and while Akai has over-delivered on new functionality in the MPCs, you should probably never buy a product based on promises of future features…
I quite like the internal sequencer. Some things are fiddly. It works OK for my uses, even if I move a little slower on it than e.g. Live’s MIDI editor.
Other than that, I really like my Live. Yes, the E-mu Ultra can do so much more and sounds very good, but the Live is so approachable and I’ve really taken to the layering approach it encourages.