Since we don’t use Kaspersky, your EXE works as expected.
On their forum: with Kaspersky Antivirus you are of course protected against VB macros (including Excel) out-of-box. In Kaspersky Antivirus 6.0 you have only one additional customized feature for this - increase Heuristic Level for antivirus scan, but it is not mandatory, only optional. In Kaspersky Endpoint Security for Windows 8.0 (next version for Kaspersky Antivirus 6.0) you additionally can use new Application privilege Control for adjusting Microsoft Excel rights and to be more protected. But again it is not mandatory, it will only increase level of protection, which already presented by default.
Can you check if you have the previous feature in bold?