especially since it specifically mentions "fetching information from transaction records and running it as code" and in that light it's nothing but FUD, no Bitcoin client does that and there's no need for any Bitcoin client to ever do that.
They mean that the virus on the infected computer fetches the code from the blockchain and runs it, not an actual Bitcoin client. This isn't a security issue in bitcoin or anything per say, it's just Kaspersky pointing out that the Bitcoin blockchain or another blockchain could be used for communicating with infected machines (ones that are already infected) which would be harder to shut down than a regular c&c server.