Here are some answers to your questions (to the best of my knowledge):
1. Why Krissz engine levelsets are so much better and well designed than those, included into common BD levelsets?
That's a good question!

There may be several answers to this.
First of all, the Krissz BD web site community probably has some of the most experienced, most dedicated and most addicted BD players with a great amount of knowledge regarding the inner workings of the BD engine (which can be proven by the CSO ("cave scanning order") or "Slime Math" cave sets, for example).
Then, there are a lot of relatively new caves created during the last few years, which can draw on the insights gained in BD cave construction over the last 40 years.
Or, maybe, the current cave creators are just a bit (or a lot) more talented and creative than many of those who created earlier cave sets.
What undoubtedly is true is that quite a number of members of the Krissz BD web site are part of a community of highly motivated creators and players of BD style caves!
2. Why same authors (like Arno) make separate caves to BD and Krissz levelsets? Won't it be easier to make single cavesets that will suit both? Why not add Krissz levelsets to the BD levelsets?
The main problem seems to be that the Krissz BD web site neither has an import functionality (to import existing BD caves from GDash, for example) nor an export functionality (to be able to play caves created for the Krissz BD web site also in other BD players, with GDash only being one of the more prominent (and highly compatible) examples).
That's also (apparently) the reason why a lot of already existing (classic) BD caves have been converted for the Krissz BD web site (be it manually, by several members, or automatically, probably by Krissz who could be assumed to have access to tools to convert existing caves, like GDash caves in BDCFF format, to the internal cave format of the Krissz BD web site).
One problem when converting caves between, say, GDash and the Krissz BD web site is the fact that the game engines are not 100 % compatible. This is not that big of a problem for playing "normal" caves which do not require 100 % identical game engine behavior, but indeed a problem for "expert" caves which require frame-exact, identical behavior (including things like random number generation), and always a big problem when attempting to replay demos with a different game engine than the engine that was used to record the demo in the first place.
3. I've asked chatgpt that told me, that Krissz engine is way more strict toward in-game timings and such. If it is so perfect in details, than why not fix the unperfect gdash? Will it loose compatibility with cavesets then? If yes, then is there a list of changes that make the difference between Krissz and Gdash? I've seen infinite scrollable levels that look impressive.
Well, I would not say that the Krissz BD engine is more "perfect" or "strict" than the GDash engine, but just a little bit different (with a few additional features that do not exist in the GDash BD engine, like light boulders or inifinite scrolling, to name two examples). The Krissz BD engine is indeed more "strict" in a certain sense, as it does not offer compatibility with a number of different (and sometimes quite esoteric and C64 hardware related) cave timings, but only implements one single way of handling cave timings and game element processing during the game. Indeed, this makes the game engine more simple and clean and tidy -- or "perfectionalistic", if you want to put it that way.
So the GDash game engine is in fact not "imperfect" at all -- quite the opposite, as it tries hard to support all existing classic BD cave formats and how they were handled in detail on the original hardware (especially classic C64 and Atari 8-bit systems). So the GDash game engine does not have to be "fixed" here, but could at most be extended to also support Krissz BD engine caves (which it currently does not, as it handles amoeba differently, for example, and has no support for light boulders or infinite scrolling).
This is where the new BD engine in R'n'D comes into play, which uses the existing, well-established GDash engine with enhancements to also support everything that the Krissz BD game engine offers -- to a degree that even existing demos recorded when playing complex caves (or caves that push the game engine to its limits) work perfectly fine with 100 % compatibility (although it is important to mention that this is only true for the "new engine" on Krissz BD web site, not the "old engine", which was used until several years ago, and which is still used by quite a number of caves on Krissz site). (So, if you want to put it that way, the BD engine in R'n'D is that "fixed GDash engine" you asked for.

)
Regarding a list of differences between the Krissz and GDash game engines, besides the already mentioned differences (like light boulders and infinite scrolling), it can be found in the BD engine related changes in the Git history between R'n'D versions 4.4.0.6 and 4.4.1.0 (and also includes a number of tiny, but important changes that are required for 100 % engine compatibility).