That was my first thought aswell. One of the main takeaways from this is that Kaspersky Labs was probably compromised. Or at least there was an attempt. And the attacker is related to Stuxnet in some way. At least according to Kaspersky Lab.
"Company officials were unable to provide Ars with an estimate of how many megabytes or gigabytes of data were extracted from their network, in part because the custom network connections Duqu used may have bypassed normal logging procedures. The company hasn't ruled out the possibility the attackers obtained Kaspersky Lab source code, but there are no signs they tried to compromise any of Kaspersky's 400 million users."