Jacob Applebaum publicly claimed (at the Chaos Computer Club, Germany, in the mid-2010s) that the Five Eyes and other intelligence services, for better or worse, attack employees of network providers, SaaS providers, and likely native software providers.

It's not clear to me if it matters what country they are working from. If the NSA has a credible threat in the USA, they can be authorized to assist with domestic intelligence services to infiltrate services required to get their job done.

One specific attack he claimed happened was a MITM of LinkedIn connections at foreign ISPs. I don't think it's a stretch to call them a "cyberthreat", especially if you are a Russian citizen or are trying to secure computer systems outside of the USA (I'm giving Kaspersky a generous benefit of the doubt).