Does Righteous Fury scale 100% off of AD or only 70%? I know it increases her range, but there are added features to it. 30% of her E has Ability Power. Does that mean 30% of her AD is taken away?

Not at all - the ability adds range to her basic attacks, and the ability also provides extra magic damage to each attack while active. The ability itself scales with a percentage of Kayle's ability power, which improves the magic damage portion added per attack. It does not affect her basic attacks aside from the range and turning it into a ranged attack instead of a melee one (so it would not be capable of increasing the duration of Youmuu's Ghostblade's active and the slow from the Blessing of the Lizard Eldar (the "red buff") will be less in degree while Righteous Fury is active), which will do full physical damage as stated on her stats (...barring the target's armour and other effects, of course)

Why's it seem like she doesn't do as much attack damage as other AD carries? : S

Like, if I build her the same way I'd build Caitlyn, it feels like Caitlyn is getting more damage in even with the same items and AD. It confuses me a bit. I was mainly doing it to test it out.

Caitlyn has the passive, which could be helping a lot.

It could also have something to do with crits, as I am actually not sure if Kayle can crit with her E on. She probably can, I just kinda though about it and realized I have yet to see it happen lol.

kayle is a hybrid carry...
and she does 0 damage until late game

and you shouldnt be building her AD...

I go...

Philosophers
Shoes
Guinsoos
Hextech
Trinity Force
+ Situational item.

An expensive build, but you get a **** ton of damage output.