Um, it sounds like we are talking in circles a bit.
It sounds like maybe the result of clicking the 'X' in the upper right corner is like an Ignore Once option.
It does as the windows default action closes the window - nothing else.
You can set up the automated actions of the File Shield in many ways for first action, 2nd action and 3rd action.
The No Action, just has avast take no action, e.g. don't proceed with any of the listed actions. But what it won't do is allow a file it considers infected (for whatever reason) to run. Avast a long time ago took the decision not to have a one click action to allow an infected file to run - this to avoid accidental running of malware.
That is why the user has make a deliberate action to exclude the file and there is no avast allowed malware to infect my system discussion.
Whilst this is more hassle for those who consider themselves more than capable to make the decision to allow a 'suspect' file to run. Avast has to cater for the majority of 200 million plus users who may not be as experienced as you.
By excluding and submitting a file as a possible FP you are not only resolving something on your system, but through the submission/CommunityIQ function helping all other avast users with the same file.