This hack by itself should be proof that the NSA has no such capabilities. And, no, stopping this hack would not have compromised anything. They could have tipped off any one of a rather large number of security researchers, companies, or vendors affected who would have gladly made up a believable story as to how they noticed this.
Lots of these so-called "Cyber weapons" are operated by actors who are very effective at leaving no trace.
It's been in the background before but in the reports about this SolarWinds issue the "leaves no trace" angle is starting to be emphasised much more.
Not knowing if or what has been compromised means that the attacker can choose when or how to use the information they obtained and the victim will be surprised, even a long time down the line.
Its presence manifests a different set of skills. Exploitation is not necessary. Presence itself is enough of a warning.
It says “we’re equal now. We can be in your turf, sleep for a long time and even use your own companies as launch pads”.