I doubt that avast stores a list of suspicious url, for one thing this would need to be maintained.
I would say that it is more likely the structure of the URL not being standard, like in phishing attempts or additional parameters at the end of the url.
This may be the same as (depending on your settings) avast reports suspicious email attachments in outbound email, etc. if they differ from the usual types of attachment, zip, etc. Someone reported this when they sent a .mht file (an html archive file contaiing images).
These warnings should be taken as a heads up/wake up call to take care.
Just my thoughts and not official.
