Nobody spends energy worrying that the universe is an evil compiler that warps reality specifically to target us. Because 1) it's unlikely, and 2) if it were true there's no change in defensive posture that would help. It's the same for most individuals when considering being targeted by state actors. Unlikely, and not defensible, so no point hand wringing.
I have not heard that specific scenario yet, but indeed quite similar ones from very depressed/mentally ill people. Basically that the whole universe was created to torture them specifically. (Probably there is even a medical term for that)
But yes, a sane person should rather be concerned to not fall scam to one of the various criminal groups. That is a real cyber threat for most people and companies.
So minding basic security helps, even if the NSA will likely get past that in no time.
Though, I also doubt, they would just shelve these epic exploits, since a universal Linux backdoor likely puts themself at risk too, unless you can pull off a grand conspiracy, or deliver patched packages to your own people without questions asked. Maybe a completely locked down country like North Korea could do it. I doubt many other countries got an incentive, unless in preparation of a specific attack.