As far as my own reasoning for liking Kaspersky goes: No Russian spy agency is likely to give the slightest expletive deleted about me.
There have also been much less public breaches of Russian spy agency data systems then of western ones. Also, Russia has much fewer “partners” with whom it would share such information.
So, assuming that Kaspersky does somehow transmit information to Russia (which I doubt), the information is less likely to be used against me by the Russian government, and is probably less likely to get hacked by another government of a criminal group (OPM hack anyone?) then if it was in the hands of the west.
Now, if I was spending more time in Russia then I may reconsider.