As quoted from the afrticle “The functions of Kaspersky Lab protection solutions” (there is other online commentary that this does involve any of their products) notes not just a service but rather services.
A quote by Kaspersky’s founder and boss Eugene Kaspersky and his company have denied reports that it colludes with the Russian government ““Kaspersky Lab has never helped, nor will help, any government in the world with its cyber espionage efforts, and contrary to erroneous reports, Kaspersky Lab software does not contain any undeclared capabilities such as backdoors as that would be illegal and unethical,” the company tells Information Security Media Group in a statement.” It makes no distinction in it’s statement about AV, VPN, or any other service KL provides yet it has advised it will do so and thus makes the statement less than reliable. Again this particular Russian Act may only currently state VPNs, the reality is all Russian businesses must provide information and access to any data they have under other Acts that require that compliance.
I can only say that there is commentary out there that Kaspersky does provide these backdoors, as most if not all intelligence agencies hold their evidence close to their chests and so really verifiable evidence can be hard to source. But US & EU Govts among others in the world now view Kaspersky Lab products with at least at the kindest level suspicion but some outright declare the products to be malicious.
Risk to a home user may be negligible in most circumstances but forewarned is forearmed.