I have been getting this issue as well, it happens to me when trying to install the Azure extension for Visual Studio and again when uninstalling it - done to check if it is the cause of the notification and have repeated this process circa 10 times with the same result. Visual Studio is a mainstream, reputable, provider of software - sure they can have issues and security leaks, but from reading the forums and how far back this issue goes (not specifically relating to Visual Studio) it is nothing new.
I have tried all ways to allow this via the exceptions and Avast still blocks it. I even went to the extreme and done a clean install of windows - to no avail.
The issue has been reported but guessing a fix will not happen in a hurry.