Days after Russia’s invasion, Ukrainian intelligence agents left a corpse on a sidewalk in the center of Kyiv with a bullet hole in the back of the skull. The dead man, 45-year-old banker Denys Kiryeyev, was killed as a traitor. The Security Service of Ukraine—the country’s primary domestic intelligence agency, known as the SBU—shot Mr. Kiryeyev because he was allegedly spying for Moscow, an agency official said. Yet days after Mr. Kiryeyev’s body was dumped, he was buried a hero and interred next to Ukraine’s first foreign minister. According to Gen. Kyrylo Budanov, the head of Ukraine’s military intelligence agency,...