Exactly the same is happening at my end, gj_sp.
If I turn on 'Block malware URLs' in 'Web Shield', the following screenshot will pop up and the website will be blocked, i.e. the URL has been blacklisted.
If I turn off 'Block malware URLs' in 'Web Shield', Avast will do nothing to stop it, i.e. 'eicar.com' can be successfully downloaded, saved and run.
My worry is that, if a real virus is on a site whose URL has not been blacklisted, will Avast allow downloading it when 'Block malware URLs' has been turned off?
By the way, gj_sp, can you change your user interface language to English, so that we can understand your screenshots? I have changed mine from Chinese into English.