Actually, if you set your browser to ask for permission with webshield on and Sygate running you won't get an alert from Sygate that the browser needs permission. Yes, sygate will ask if other programs trying sending out, thus passing the LeakTest. But not the browsers even if you set Sygate to ask permission for the browser programs. I don't know how much of a security risk this is, if any.
As Technical mentioned above, it is known problem within SYGATE and not Avast.