This option is checked by default and it means that if a user knowingly saves something in a virtualized application, these files are not virtualized and they're stored outside the sandbox. I give you some examples: avast sandbox supports about the eight most popular browsers, if it detects the user is about to download something, it's automatically saved outside the sandbox... or if the user works in an image editor and he wants to save its masterpiece, this operation is detected and the image is also saved outside the sandbox. The option improves convenience of the virtualized applications running in the sandbox.