Changing the sensitivity from "Normal" to "Custom" and keeping the rest exactly as it is - this action doesn't have any sense. It means that you didn't change any options actually - so after restart, avast! correctly recognizes the current setting as "Normal".
If you really want to change some options, press the "Customize" button and configure the provider as you wish. Even after that, if your configuration will match exactly the preset "Normal" options, the slider will show "Normal". If your settings will match exactly the preset "High" options, the slider will show "High". If, however, your settings won't match any preset options, the slider will show "Custom".
So, moving the slider to High or Normal makes "changes" to the configuration, but a simple moving it to "Custom", without doing anything else, doesn't change anything.