Closed source OS from an anti virus company with a dodgy history? I will pass.
Not only is this co-operation extensive, documented and widely known there has been zero action, prosecutions or accountability from Snowden's leaks so far.
Kaspersky is an antivirus vendor with insignificant users and influence. Why care about Kapsersky when wide scale surveillance and 'co-operation' with the NSA of most US companies carries on uninterrupted inspite of the Snowden leaks.
That seems far more 'dodgy' than anything Kaspersky and Russia could be up to.