Personally, I see Ray Allen as more a coach than KG, though KG becoming the new Thibs is interesting.
However, traditionally, it's usually role players that make the best coaches, while stars just enjoy retirement. Pat Riley wasn't a great NBA player. Neither was Phil Jackson. Doc was never a star. Avery Johnson, Vinny Del Negro, Rick Carlisle, Paul Westphaul... all mediocre to poor players. Patrick Ewing was a great player and has been sitting on the Orlando bench for years trying to get a head coaching job. Kevin McHale has never been a spectacular coach. Bird was alright in his three seasons with Indy, but nothing to write home about. Look at MJ. Sure, he's not a coach, but he's terrible at running NBA teams and he's the GOAT.
I think KG is more suited for the life of retirement. He's just too intense to handle running a team.