Apparently, the Kaspersky option only appears in the context menu (right click menu), if you are using the modern Win 11 menu. If you have the Win 10 view permanently enabled you will not be able to see the Kapersky options. It will also disappear as soon you are expanding the menu ("Show other options").
Could have been solved better by KASPERSKY, yet here we are.
Solution:
Delete the permanent Win 10 context menu with this command:
Win+R
CMD "Press ENTER"
Copy-paste "Press ENTER":
reg.exe delete "HKCU\Software\Classes\CLSID\{86ca1aa0-34aa-4e8b-a509-50c905bae2a2}" /f
Task Manager: Right click on explorer --> Restart explorer // or restart your computer
Win 11 context menu
Link to MS Forum:
https://answers.microsoft.com/en-us/windows/forum/all/restore-old-right-click-context-menu-in-windows-11/a62e797c-eaf3-411b-aeec-e460e6e5a82a
