Again, would you build a vault with a back door into it?
Most of the world's leading edge lithography (cpu die manufacture) is done in thailand, china, and that general part of the world.
If you build a back door into your hardware and have john chinaman build the damned mask for production, do you think that the government computers those go into will be even remotely secure?
While hardware manufacturers have certainly made some poor choices in terms of security, they do not install back doors.
Now, if I can plug something into a USB port…. that's a different story, and there are evolving measures to prevent exploits via USB, display port, and even PCI-E. Although, these are considered relatively low risk exploits because they do require physical access to the hardware and a rather rare skill set/hardware tool set.
It's less that backdoors are built into devices and more that engineering docs are available to "spies" working for us and they don't have to guess how a cpu architecture works while analyzing it for attack strategies.
There is a big difference between "they can find out how you are getting into the internet" and "they can back door your computer."
Usually, people want to see the tits, eat the burger, or do whatever that equates to installing the spyware on your computer. Who needs to hack the CPU when you can hack the human operator?