What I think
is curious about the quantized KG field, and
might turn at least some heads that might not be turned by any of the above discussion, is that the real part of its 2-point Wightman function is the inverse Fourier transform of ##\left(\sqrt{\vec k\cdot\vec k+m^2}\right)^{-1}##, where the operator ##\sqrt{-\vec\partial\cdot\vec\partial+m^2}## is said to be "anti-local" by mathematicans (see my Physics Letters A 338 (2005) 8–12,
arXiv:quant-ph/0411156, and, much more definitively, I.E. Segal, R.W. Goodman, "Anti-locality of certain Lorentz-invariant operators", http://www.jstor.org/stable/24901461. This last might possibly be
the reference for some physicists to be confronted with, because its conclusions are quite similar to Hegerfeldt's conclusions.)
At the end of the day, I think all the nonlocality
can be attributed to boundary and initial conditions, which, not being dynamical, for some people makes it not nonlocality. After dark, however, this somewhat pushes us towards the introduction of some form of superdeterminism, so perhaps it's just that you take your choice of poison.