avast is scanning, like I kinda said, if you use your browser to view your email the web shield scans it.
If you use an email client like Outlook then the email accounts of hotmail and msn.com have to be POP3 email accounts, as Outlook can use the MS DeltaSync to convert webmail so it can be downloaded into Outlook. DeltaSync is an MS proprietary protocol, which can't be scanned by avast or any other AV for that matter as they don't have access to the DeltaSync protocol.