I've lost track of when I first noticed this, but it was probably around the original "final" release of avast 9/2014. In prior versions, if I temporarily disabled one of the shields (typically, the file shield if I was about to do a scan with another product, like MBAM), the self-protect would kick in and ask me to confirm I was doing this deliberately. I'm no longer getting this (yes, self-protection shows as active under settings/troubleshooting), although I do get that conspicuous warning in the main/status window plus the modified tooltray icon.
Any way I can resuscitate that self-protection confirmation step, or did the Avast crew decide that with the other warnings present it would be "overkill"? I think it was a useful and important part of the process, especially if you were being careless and killing the shield was unintentional.