I will say that if disabling protected mode allows your history to work correctly, the thinking is it is a profile corruption, and with IE, that would mean creating a new user account and seeing if history works there.
Not unless Kaspersky alerts you when your PC wants to run certain programs or activeX. Think of it as an extension or the User Account Control (UAC). BTW, if you have UAC turned off, it also turns off Protected mode. A Guy
A virus is always a possibility, but there are so many registry settings and system dll files etc. It is possible for a user profile to become corrupt even if nothing untoward was done. A Guy