Certainly avast marketing could present and handle advertising this feature better than they seem to do here.
From this url:
https://support.avast.com/en-ww/article/39 what Sensitive Data shield is is explained more completely here than via Smart Scan. I've noted with the paid version, this Sensitive Data protection does not carry over between restarts/cold starts of the operating system as does the vps protection does at minimum. I do not bother re-scanning each time the system is restarted as it really is pointless.
Removing the files to a safe place is all that is required, i.e., move them off your connected device.
Attached find two snips of AIS with Sensitive Data Shield enabled.
Not a fan of using Smart Scan anyway as some of the ticked features don't even run in the current iteration of avast AIS. It is missing at least two features ticked here to run: Compatibility issues scan and sensitive data scan.