Well, you do want some sort of connector for where the wires of the off-board parts are soldered to the board. This can either be an actual connector, simple holes in the board of the correct size for soldering the gauge wire you want, or a more detailed footprint with holes in the board for soldering the wires and 1-2 additional non plated holes to thread the wire through the board to act as stress reliefs. Unfortunately, KiCad is primarily targetted as a PCB design software, not a system design software.
But there is a trick to put off-board components on a schematic and not have them show on the PCB. If you put a hash-mark before the reference designator the part for that symbol will not be on either the PCB nor the BOM. I think the next version has more granular control without using the hidden feature of the hash-mark, but that version isn’t expected until later this year. (It is currently available as 5.99 and should be considered beta software.)
Version 5.0 is not the latest version with the most up-to-date bug fixes (known as the stable version). Currently (as of 2021-03-31) the stable version is 5.1.9. Crashing is unacceptable behavior and not seen on the majority of people using 5.1.9. What is the exact version you are using and on what platform? (The easy way to answer this question is to open the About window in KiCad and click on the button labeled Copy Version Info to put the full version information on your computer’s clipboard. Then paste into your reply here. It looks like a lot of unnecessary information, but there is some important information there that you may be asked about if you don’t provide the full version information.
The libraries that come with KiCad do have some parts like that. But many parts are jelly-bean parts and the KiCad librarians (who are all volunteers, BTW) can’t be expected to know all the parts that you have available to you. A simple example is, are you using Vishay or Yageo resistors? Are you using 1/8W resistors or 5W resistors? Are they SMT or THT? KiCad’s libraries have the symbols (schematic) separate from the footprints (PCB) just for this reason so you can have a many-to-many relationship.
You can set up your own libraries like that by explicitly declaring a specific footprint for each symbol that you use.
For a better understanding of how the libraries are used in KiCad, please refer to this FAQ item: