After they are downloaded and on your system, it shouldn't matter how they were downloaded (as that is no longer relevant) when unpacked. I believe they (executable files or those that present an immediate risk) should be scanned as per the 'Scan files when writing' (essentially New files), but the big issue is this has at least two parameters, the one just mentioned (which is fairly clear) and this one Scan files with default extensions.'
It is this second one that isn't clear as it says this list is maintained by the avast developers and provides the optimal balance between performance and protection.' Since we can't view this list - which I presume is in the program/VPS somewhere - it is hard to say if .com files are on that list or not, but I would have thought so.
As an avast user, I can't see this list either.
So are you saying you tried to execute the eicar.com file and it wasn't scanned ?
I can copy eicar.com from my excluded samples and eicar folder to an other and immediately avast scans and alerts on it, see image. So it is working as expected for me (scan on writing), for the purposes of further testing I just closed the avast alert window.
Now when trying to execute the eicar.com, I get an error, which I suspect is avast putting some sort of block on it, image2.