We investigate the class of Kazhdan-Lusztig varieties, and its subclass of matrix Schubert varieties, endowed with a naturally defined torus action. Writing a matrix Schubert variety $\overline{X_w}$ as $\overline{X_w}=Y_w\times \mathbb{C}^d$ (where $d$ is maximal possible), we show that $Y_w$ can be of complexity-$k$ exactly when $k\neq 1$. Also, we give a combinatorial description of the extremal rays of the weight cone of a Kazhdan-Lusztig variety, which in particular turns out to be the edge cone of an acyclic directed graph. As a consequence we show that given permutations $v$ and $w$, the complexity of Kazhdan-Lusztig variety indexed by $(v,w)$ is the same as the complexity of the Richardson variety indexed by $(v,w)$. Finally, we use this description to compute the complexity of certain Kazhdan-Lusztig varieties.