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 Xw as Xw = Yw × C d (where d is maximal possible), we show that Yw can be of complexity-k exactly when k = 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. Finally, we use this description to compute the complexity of certain Kazhdan-Lusztig varieties.