Yes, and for good reason: https://www.gnu.org/proprietary/proprietary-back-doors.html has a list of some of the backdoors found in proprietary software (software users are not free to run, inspect, share, and modify).

https://www.gnu.org/proprietary/ has a list of other kinds of malware found in proprietary software sorted by type and company or type of product. It's very informative reading and touches on issues which often come up on sites like Hacker News.