Strange I don't get any alert for about:blank in IE8, nor do I get it on my win7 netbook with IE10. Not sure what your settings might be in regard to phishing - AvastUI > Settings > WebRep & Antiphishing.
I think I know why, in my IE versions I don't have the webrep enabled and the anti-phishing is tied to that. In XP I have the latest beta of avast and have disabled the webrep in firefox 20.0 as it messes with the layout.
That leaves firefox 20.0 in the win7 netbook with the 8.0.1483 version of avast. When I type about:blank and enter, that is changed to about:newtab, but I don't get any anti-phishing alert.
Given that this is a pretty common non-internet address I don't really know why it might be considered a phishing address.