I think what happens with Sygate is it will ask you for permission to access each of avast's update servers that are on different subnets. After each subnet has been granted permission (I think there should be about 4???), Sygate will shut up. Also sygate will probably bug you about where inside the avast software you initiate the update (whether you right click the A in the task bar, or if you start the update from inside the program...). This is part of Sygate's intrusion detection system. Once you permit each one, Sygate will leave you alone.
I'm just guessing as I don't use Sygate anymore, but it makes sense to me.