OK, so what are these files:
config.sys and msdos.sys are DOS configuration files. I don't know why these files are in the exceptions (I don't see much reason for it) - but in any case, these files can't be infected - they are just plain text files.
win386.swp and pagefile.sys are Windows swap files. These files cannot be accessed anyway (when Windows are running), so I think their appearance in the exclusions has mostly performance reasons (but I may be wrong - the "Created/modified" files scanner may be able to access them, or even cause some problems if it tries... don't know). Also, the swap file cannot be "infected" - it's just a container that Windows use to store the stuff that can't fit into physical memory. (So, even if a virus code appears there, it's either a false alarm, or the virus has been started from some other file; the content of these files is not reused after Windows restart.)
system.dat and user.dat are Win9x registry files. They can be accessed and probably often are. However, as the previous files, they can't be infected - they are not executable files. So, excluding them has mostly performance reasons (but it's probably also more secure - in case of a false alarm, the system may be easily crashed if avast blocked access to the registry files).
So, there is really no need to scan these files - neither from Windows nor from DOS.