We will have to see if answering Yes has the effect of whitelisting the application, dangerous, if accidental and there appears to be no way to correct this.
Another possibility, perhaps the 080127-1 corrected the issue with avast.setup, though it wouldn't take effect until after successful update. Or the Yes is good for that session until you reboot, which doesn't appear to be the case as there was a day and a reboot between my previous posts, original post and Reply #4, Reply #7.
Whatever it might be I think we need some clarification from the Alwil team on what actions are taken on answering Yes and is there a way to correct this if the answer was incorrect ?