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Like Alanf, I am curious why you would not want it on the menu since it does no harm being there.
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Thanks for asking.
The "harm" is that it is unnecessary clutter. I won't go into a usability diatribe about how cluttered systems are less usable, but will merely point out the small irony of Avast cluttering up your PC with unhelpful stuff: Avast is a program that removes unwanted junk from your PC. The type of junk Avast removes is particularly malicious, but there are other kind of junk that clog PCs. One example: desktop and quick launch icons for every program that is installed. If you let every piece of software you install put icons all over the place, your desktop is completely obscured. That's why install programs should make creation of such icons optional (Avast fails on this count too, but at least it is easy to delete the unwanted desktop icons). The same applies to potentially unwanted explorer context menu items. So while Avast removes one kind of clutter, it deposits another (much more innocuous, but still unnecessary) bit of clutter in its wake.
I can understand why some users would want the context menu item and the desktop icons, so by all means, make them available. Heck, make them the default. But give the user the option to not clutter their system with things they don't want or need.
For my own reasons, I would never use a desktop icon to start Avast, so I wish I could tell Avast's installer not to put an icon on my desktop. Similarly, I would never use the explorer context menu to have Avast scan a file. So I don't want that menu item to get in the way of the work I'm doing every time I open the explorer context menu.
One more piece of irony here: in order to remove Avast clutter from the explorer context menu, a user must add another piece of clutter (the Glary Utilities) that are otherwise unneeded.
Thanks to all for the responses.