Ok first, naruto can use Rasenshuriken either way, even if he is in sage mode or not.
When he used it against Kakuzu, it was for the first time, he did not have enough time to practice and perfect it.
Naruto later perfects the Rasenshuriken in Sage Mode, by encasing the Rasenshuriken in senjutsu chakra to maintain its shape. This allows him to throw it at his opponents and removes the possibility of it damaging himself. The range of shuriken now also expands after it has been thrown, compensating for imprecise aim or fleeing opponents by widening the area of effect. However, he can throw the Rasenshuriken quickly enough that this is rarely necessary. When thrown, the Rasenshuriken becomes Naruto's quickest attack, able to cross the entire Chibaku Tensei crater, which was the size of a mountain range, in a single second. When it exploded, it took up a full half of that area