Sorry to re-visit this old thread, but I recently moved Avast to another partition, which involved uninstalling it then using a new installer to install it afresh, and I'm now having a very similar problem to the OP, in that the GUI is slow to open, and the skins menu + the GUI very slow to close, when Threatfire is enabled. Problem disappears when Threatfire is suspended.
Avast sensitivities all set to normal.
Minor problem, but slightly irritating.
MY OS (XP SP3) runs from C:\ . Avast was installed on the D:\ partition, and had been there for almost two years, updating the program via the internal updater as new versions were released.
Avast is now installed on C:\, and it was after this install that the issue started.