As FWF said this is a common issue, I have a number of tools to check for firewall leak test and most of them avast detects as it has no idea the intent/circumstances of use. I'm sure if you happen to look on the matousec site it may even mention that some anti-virus applications may detect these as malware.
So it isn't truly a false positive as a tool can do good or evil, perhaps the malware name could do with a revision as there are a number of such tools that have the suffix [Tool] on the malware name.