First, it may be that those claims, which are unfounded anyway, pertain more to its VPN.
However, if you believe that the russian gov is actively seeking you, maybe don't use, although, i am sure they have more ways to target and hack you than through kaspersky. I personally like kaspersky a lot. As always, I have echoed what others have said here - i am more fearful of software that is owned/connected to the government in the country which I live, than that which is from other government.
Need I also say if you have social media accounts, then I'd get rid of those too, because those are big holes themselves.