The clue is in the name CAT LITTER it is not designed for growing plants in.
And that is where you go wrong. It's an opinion based on emotion, not on facts - cats poop in it, so it cannot be right.
Fired clay is sold under many different names and for different purposes. Oil-dri to soak up oil spills. Baked, expanded clay is used for hydroponics. Turface is baked clay used for baseball fields - and often used as bonsai soil component. Baked clay pebbles are used for aquariums. Foetsie-ba is danish baked clay that is also used as soil conditioner.
Note they are not all exactly the same - the type of clay and temperature at which they were baked make a difference.
Your soil mix should be able to retain moisture and nutrients. That is exactly what cat litter does. It does that for a different purpose, but that does not matter. Discarding Cat litter just because of the name is not a good enough reason.
I'm not saying you should use cat litter or even that it is a good substrate; I think that depends on your situation, climate, tree you plant in it and what you mix (or don't mix) it with. However, when I look at the level of 99% of the 'bonsai' I see on this forum, I really don't see why we should recommend using expensive substrates and not look for cheaper alternatives.
I do use it myself. I have used two full bags this year for young, cheap trees that I'm trying to grow into pre-bonsai. They are doing fine.