Everything is fine and no need to worry at all. Avast! won't be able to scan many compressed files and that's the main reason you got all those entries in your results window. Everything is just as it should be, and no need to worry at all.
...none of my files are protected...
Well I have to say you are wrong here... many, many, many files are protected. Just take a look at my screenshot and see what you get just by scanning LAVASOFT folder (Ad-Aware):
So, as you can see, many files are password protected...
should all scanned files be noted in the results or just the failed?
No, you should see just those which failed. If you are still uncomfortable with those results, do some searching (Search button up there placed on each page of this forum) and you'll see that it's a common thing... literally thousands of people already asked about this. Answer is always the same... you are fine.
Happy New Year !