Well, personally, I don't see anything wrong about the behavior. The e-mails sent are not real viruses/worms, are they? (I didn't check, but I certainly hope so!)
Therefore, avast! didn't pick them up as viruses. The avast! e-mail heuristics only warned you about suspicious (i.e. possibly dangerous) message. You choosed to continue, the messages were delivered.
Then, if you tried to run them, they were executed - since they were not subject to the e-mail scanner heuristic test anymore. Remember - they are not viruses; so, the Standard Shield didn't block their execution.