Come on - people overhearing that "KGB can spy on people using X" would not change anything, it is expected and well known that KGB/FSB can spy on you no matter what equipment you use; heck, if you're a political activist or interesting to the politically connected megacompanies, then you may have microphones in your house (no matter if your phone is "safe") and physical keyloggers in your keyboard cable (no matter if your software is "safe").
In that environment, you aren't surprised by backdoors, you treat them as a natural part of life.
ALL things have backdoors, no matter who made them, so for individuals (not army/gov't purchases) that isn't a factor, you just choose whichever device you like. If they're not spying on you, then backdoors don't matter; and if they're spying on you, then they'll get the backdoor in anyways.
If it didn't have backdoors at manufacturing time then it may have backdoors by the time it's sold to you. If the device didn't have backdoors when arriving at your house, well, it might have been installed yesterday.
Americans could/should be surprised, but not Russians.