It's possible that kaspersky barfs because the list also contains URLs for hacked sites that spread malware and other dangerous URLs that should be blocked.
That is what I reckoned as well! It was solved by temporarily disabling Webshield. Thanks for that list!
Nice! I once wrote a similar script for dnsmasq fetching various hosts files. It worked well, but nowadays I prefer to have those lists in uMatrix as it's easier to manage false positives.