The main risk is that a lot of sites will try to dupe you into downloading extensions, executables and such. If you are careful enough, it's not that bad. But, yes, it's best to keep Webshield on, but I'm tired of reloading my GMail tab all the time to get rid of the error message.
I've just called Avast phone support (in my country). I've explained the problem, and the representative sent me an e-mail with the case number so I could reply to this e-mail with more information, what I just did. Let's hope this gets escalated high enough to someone that can in fact check the problem and correct the bug.
I've included the link for this thread in the e-mail I sent.