Sure, there are other intelligence agencies, but that's the one I'd be the most worried about. Since either they run it, or they would know of it and want to emulate the idea, or know of it and have access to it from the partner agency running it. Or they are not a threat to me.
There's also the issue of no publicly known cases where someone that used Mullvad being deanonymized through the VPN but instead being discovered through some other opsec failure. If an intelligence agency has this capability they have been sitting on it for almost 2 decades without making use of the data. Hard to believe.