Well I can't test that as I don't have the Pro version.
Some time ago there used to be some links in the avast GUI that instead of using the Default browser it opened IE, and that drove me bonkers as I hate IE. I just found a link in the Settings, Community, Privacy Policy and fortunately that opens my default browser, firefox.
Now I don't know if this is some concession to try and prevent that from happening if you happen to be in the safe zone as essentially you don't want to open a hole in the safe zone. It certainly isn't clear.
Also since I use the avast free version, if this is a safe zone thing, then I would question why this option is in the troubleshooting section in the free version (unchecked)