You're doing nothing wrong as the link Bob gave shows there are legitimate reasons for this.
Personally I don't bother with scanning archives.
- Archive (zip, rar, etc.) files are by their nature are inert, you need to extract the files and then you have to run them to be a threat. Long before that happens avast's Standard Shield should have scanned them and before an executable is run that is scanned.
Thorough is also by its design very thorough and perhaps a little overkill for routine use, were a Standard scan without archives should be adequate.