Katalons Documentation http://docs.katalon.com/pages/viewpage.action?pageId=786527#CI/CDIntegrations-ExitCodes has a description as follows:
Exit Codes
When you execute Katalon Studio command from CI , exit code will be generated as the output of your execution. You can use this exit code to know whether your execution is successful, passed or failed.
I find this explanation is poor. We need to write a .bat or .sh script to pass the Exit Code from Katalon to Jenkins. The document should present example script (.bat and .sh). You can find my example here