Set Avast to run in silent mode. Looks to me that will solve your little problem.
but about a bug (as I think) I found - that even clicking delete in proper message does NOT cause avast! to delete this message.
Not a bug. Just a user who don't understand how things are working (no offense ment ofcourse) I will try to explain in simple words.
Avast works locally (eg on your system, not on the mail providers system). So Avast has nothing to do with mails staying on the server or not. Avast checks 'files' that come to your system. And only when they have arived, Avast can do something with them. What Avast does with them depends on the settings you as a user have selected in the configuration of Avast.
If you set Avast to run in silent mode, it will delete/move infected mails without a notice. If it will move or delete mails depends on the settings. What options you have for this depends on what version of Avast you are using. (home/pro)