I don't think so. It's malware, which means whatever it is doing, or trying to do, is not something anyone who has a copy of it agreed to in the first place, so it's impossible to argue, for example, that the security researchers are violating some kind of license or agreement that was voluntarily entered into in order to make use of the functions of the software.

There is a general concept in law that, when engaging in a criminal activity, one gives up any right to protection against other criminal activity. For example, if someone steals your supply of heroin, you can't file a complaint, have the police investigate your thief, and get your heroin back.