Sure, Kaspersky is cooperating with FSB most likely... But so are Norton, McAfee and Microsoft collaborating with FBI/NSA/CIA so what's the big deal? These are things you should expect, not be surprised about.
EDIT: And TBH I'd use the exact opposite logic. If you're average American or European Kaspersky being Russian should be appealing to you. The same way if you are average Russian you should find Norton being American or ESET being European as a plus because there's less of a chance they are directly sharing your data with your own country's intelligence services. But as I said, this probably won't matter cause Microsoft is sharing your data with local intelligence services most likely anyway if need be. At least in the west.
Most users do not have confidential information like State secrets etc. which can be used by these companies to further their home country's agenda. If you are one of them, then it is an entirely different case.