It makes one wonder, doesn't it? Kaspersky has caught some very advanced stuff, but I'm pretty sure that was through Kaspersky Labs, not the antivirus program.
I don't think Kaspersky A/V is trustworthy, but then again, I don't think any corporate software is trustworthy.
Whether it's tracking, telemetry, advertisements, crash dumps, or any number of other things, it's just the kind of shenanigans I'd rather opt out of. I don't know which ones are actively malicious, but it makes little difference to me.