I’m guessing that as a supervillain (as @bionicjoey@lemmy.ca pointed out), Musk expects the CIA and NSA to have nice thick dossiers on him. Since Musk has Putin on speed dial, the KGB probably shares their file and asks him for updates.

FSB not KGB

In this case, he got on the KGB’s “thank you and we’ll send you some flowers, luvya ❤️” list