I believe you're deluding yourself. Firstly, KGB wasn't the only option available to him to get a technical education, nor the only job available. People joined

I believe you're deluding yourself. Firstly, KGB wasn't the only option available to him to get a technical education, nor the only job available. People joined KGB for ideological reasons, at least those who stayed. Secondly, there's no way KGB is going to forego an opportunity to have a rootkit running on their main enemies' systems. Simple ability to ignore certain malware is already priceless. If Kaspersky himself wouldn't do it, they would replace him with someone who would. But chances are, Kaspersky would see it himself as a patriotic act.