Avast One Essentials and Avast Antivirus Free, both have a Firewall - If you have elected to use that component then the windows Firewall would be disabled automatically by Windows to avoid conflict.
However, you also have the Avast Network Shield component (which is installed by default) so in isolation it is going to check new connections.
See my Network Inspector settings screenshot, here you can see it will scan new network connections and 'Notify me of New Network scan progress. This is I guess why you are seeing it as the Primary Firewall is Windows and not Avast, so the How should firewall treat new Networks - e.g. Avast Smart mode won't kick in.
Essentially this is like two dogs fighting over one bone.