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There is this one feature in MS Visual Studio that I am really missing in KDE : Whenever nothing in a line is marked, the whole line gets copied (cut) by pressing the corresponding shortcut (default Ctrl+c, e.g. Ctrl+v). Whenever something in a line is marked the shortcuts behave as usual.

I would love that feature to be available in all KDE applications.

And in case of text processing the whole paragraph should be the target? I'm afraid that most people would be puzzled when text suddenly disappears (ctrl+x). You neither have an alternative method of start (e.g. via drop down menu) nor any feedback what happens.
And what's wrong with mouse click (double marks the word, triple the paragraph) and keyboard (shift + end/cursor down for one line)?

It depends on the application itself as to whether the cut/copy whole line is applicable; and that largely boils down to: is it a text/code editor where you are primarily dealing with line-oriented text (e.g. Kate, Kwrite, KatePart, Kdevelop), or not.
For generic (multiline) text entry widgets you probably shouldn't have this behavior because you cannot assume that the text is line-oriented.
For word processors if you were to do anything like this it would need to be much more sophisticated (copy whole sentence/paragraph/quote), but you run into the problem of how would the word processor know how much context you expected to carry over. Thus the best thing that really can be done is leave it explicit as it currently is (with conveniences of double-click-and-drag to select words, and triple-click-and-drag to select paragraphs).

Now, to propose this change for all line-oriented text/code editors like Kate, etc. I think is worthwhile.
Of course Kate, and its derivatives (kwrite, kdevelop, katepart used in konqueror), already has this behavior (as of some time before 4.13, I don't remember which version the feature was added); so I wonder what other KDE applications you would expect to see this behavior added?