Yes, AV is in a position where a) it needs regular full priv access to your files and unencrypted web traffic, b) is in a highly competitive, low-margin field where the players are literally attacking each other on your machine [1] to stay even, and c) have enormous motivation to seek other funding sources based on their desktop position [2-5].
I didn't say they created malware, no, but they certainly wave that flag when someone finds some. And it's certainly in their interest to pursue all of these alternatives, or even have a bad third party violate THEM to do so. The money is on the table. Do they take it? They'd be foolish not to.