Hah, this reminds of a security researcher a few years ago that was reporting malware that he couldn't research without infecting his other machines. I'm fuzzy on the details, but everyone wrote him off as a paranoid delusional and the incident was quickly swept under the rug. Makes me wonder if he found some sophisticated state sponsored stuff and got smeared to hush it up.
I mean realistically, we'd be naive to not expect that state-sponsored hackers have rooted machines somewhere in the supply chain (hardware, firmware and of course software). Is everyone being monitored all the time? No, but I'd stay away from electronics if I expected an intelligence agency was interested in me.