Well, being the one that pointed the duplicity of determiners el/la in relation with KGB, let me copy my thesis from the original question
I've realized that there is a rare exception to this rule: KGB (in
Spanish: Comité para la Seguridad del Estado). I've read both el KGB
and la KGB. We can use el taking Comité as its nucleus but we also may
use la because KGB is a secret police agency, like their counterpart
la CIA. KGB was an agency and a sort of police like the Gestapo so we
use la as determiner as well.
@phoog pointed in the comments another exceptional related name: Stasi. Stasi means in Spanish Ministerio para la Seguridad del Estado, that is a masculine name but Stasi uses the feminine determiner la in Spanish. It's just my opinion but I think that the use in both cases, KGB and Stasi, of the determiner la is a consecuence of the historical context, the Cold War, where they both fight against their American counterpart the CIA, being the three of them secret police agencies, agencias de policía secreta, feminine in Spanish.
Last but not least, let me link a NGram that demonstrates both uses of el KGB and la KGB in Spanish books. It seems that la KGB is more common these days (probably due to the presence of her counterpart la CIA as I have mentioned) but you can verify that earlier el KGB was used too when it was properly translated as Comité.