A Kinetic energy Projectile is one that can pierce through advanced armor more efficiently due to a smaller penetration surface and a high rate of speed. As you can see the munition bursts apart leaving a small rod that can penetrate advanced armor technology such as reactive armor. Typically the penetrator rods are constructed of extremely high-density metals such as depleted uranium or tungsten. The purpose of a sabot with rounds such as these is to increase the velocity of the projectile when fired. The sabot acts to harness more of the force from the blast used to fire the round, then is discarded mid-flight to the target.
KE rounds are different from Heat rounds such as shape charges that rely on blast fragmentation to penetrate armor. The image below shows the arsenal of 120MM rounds that the Abrams Tank is capable of firing. In the Abrams video it shows the tanks firing an APFSDS round and it shedding its sabot in slow motion. All of the rounds are used for different tactical situations and to defeat different types of armor.
Video of KE – Projectile shedding its sabot