I also have this issue & it can be at anytime, my pc is set to never sleep.
I'm somewhat relieved that igor says it is ''cosmetic'', which rings true as i have no blips with my internet connection at the time of notification.
It's more of a concern to me as the first time i saw that notification last week ''months after install'', that day somebody was able to take over 3 facebook accounts bypassing authenticator requirements i had set, fbook says email & passwords were changed by a device on my network, all 16 digit psswords were set by k password manager. There is no way to get fbook accounts back as the only option offered is to send 'change password'' links to an email address i have never seen before.
I've had no luck tracking down how they have been able to do so, this happened in april too, and since then they're trying to sync or sign in to my hotmail address every half hour from ip addresses all over the world. which is why i purchased kaspersky plus.
It may well be unconnected to the (error connecting to My Kaspersky, check your internet connection settings) notification, but as you can imagine, it is always on my mind. Scans have never found anything on my pc, i ran it through malwarebytes premium trial too, nothing found. I feel helpless as i can only presume that everything i do is being monitored.
