MY personal guess is the user is wanting to be able to have apps bypass the VPN.. as well as some websites.
The only method to deal with this right now is to be constantly enabling and disabling the ENTIRE VPN service for a few select apps that arent compliant with VPN use.. hoping I reenable it after I am done with one of the apps.
Amazon Video, Hulu, Disney.. Also, games like Call of Duty Mobile.. etc.
Many competitors have these options, also for the router and by device connected. I just posted something similar in the FEATURES REQUEST threads.
Avast needs to elevate their game back to the example of security.