I don't think you're going to find a real example, because as the parent post said, it would be next-to-impossible to detect a compromised kernel even if one was out there.
But I do think that Microsoft has people bugging them for peace-of-mind. For example, for the most part I keep a pretty careful eye on what's installed on my system and what it does, but I have only a vague idea of what the kernel and systemd are doing, and what they should be allowed to do. So I don't actually know if they're legitimate.
Now, my system is weird and useless enough that I don't worry about these things, but if it was storing customer information, subject to PCI audits, facing the Internet, etc, I would worry.