JUG-
Offhand I agree with you.
However, Kaspersky, like every other AV product, has the ability to go online and update itself, either automatically, or when you click 'update'. So, let's suppose you were the FSS, successor to KGB. By law, the state has to have knowledge of Kaspersky's source code. That also means they would be in a position to seek exploits in the code, such as intercepting an update request, and sending out their own payload (malware) instead.
I'm not saying it has been done. I'm not saying would have had any role in it. But even if the US warnings are just tit-for-tat against Russian rumormongering n our last elections, they bear cautious watching. I'd figure within a month someone in a basement room is going to have that code torn apart, and have a good look at the packets that come in, and we'll see something independent (allegedly) if there's any meat to the story.