I had the same problem. This worked for me:
-Open Kaspersky
-Select Settings (at the bottom)
-Select Additional on the left, then Threats & Exclusions
-Under Exclusions, select Specify trusted applications.
-Click on Add, and then browse for crusadepatch2.exe
-You'll then see a list of checkboxes. I checked everything but the last one (not sure if the last one will somehow block online matches if it remains unchecked)
-Click Add
-You should now be able to play matches in Crusade.