The reason I wanted to shut it down earlier today is that I was connected to the internet via my phone, Avast was downloading an update, and I wanted to stop it. I couldn't see anywhere within the settings to stop it downloading, so I wanted it to exit completely.
Other than that, I want to control over my PC. If I want to be able to shutdown a program, I should be able to to. I don't really feel that I should have to explain why that's the case; it just is. But for the sake of argument, let's say I want to try an alternative to Avast. In that case it would be much better not to have two anti-malware programs running simultaneously
I'm sure this functionality was available in an earlier version of Avast. One of the ones before it started popping up advertising messages all the time. I don't agree that the ability to shutdown the program is opening the door to malware. In just the same way that Avast pops up a warning dialogue when closing down the shields, it could pop up a warning dialogue before exiting. Additionally, Windows itself will pop up warnings if there is no anti-malware program running.