Global biodiversity loss is accelerating, prompting international efforts such as the Kunming-Montreal Global Biodiversity Framework (GBF) and the United Nations Sustainable Development Goals to direct resources toward halting species declines. A key challenge in achieving this goal is having access to robust methodologies to understand where species occur and how they relate to each other within broader ecological communities. Recent deep learning-based advances in joint species distribution modeling have shown improved predictive performance, but effectively incorporating community-level learning, taking into account species-species relationships in addition to species-environment relationships, remains an outstanding challenge. We introduce LabelKAN, a novel framework based on Kolmogorov-Arnold Networks (KANs) to learn inter-label connections from predictions of each label. When modeling avian species distributions, LabelKAN achieves substantial gains in predictive performance across the vast majority of species. In particular, our method demonstrates strong improvements for rare and difficult-to-predict species, which are often the most important when setting biodiversity targets under frameworks like GBF. These performance gains also translate to more confident predictions of the species spatial patterns as well as more confident predictions of community structure. We illustrate how the LabelKAN leads to qualitative and quantitative improvements with a focused application on the Great Blue Heron, an emblematic species in freshwater ecosystems that has experienced significant population declines across the United States in recent years. Using the LabelKAN framework, we are able to identify communities and species in New York that will be most sensitive to further declines in Great Blue Heron populations. Our results underscore the critical importance of incorporating information on community assemblage in species distribution modeling. By leveraging species co-occurrence patterns, our approach offers deeper ecological insights and supports more informed conservation planning in the face of accelerating biodiversity loss. Beyond species distribution modeling, LabelKAN provides a principled approach to capturing inter-label connections and can generalize to diverse multi-label tasks. We hope it encourages further research on inter-label learning across domains.