So what? It is harmless.
Alerting to Eicar is quite simple. It is a meaningless excursion.
Means his suite is not working, which is exactly why EICAR exists, to test your AV.
If Kaspersky is unable to block EICAR on his PC, it won't block any malware.
I also tested around my house, and Kaspersky detected EICAR with no issues, there's clearly a problem on OP build.