I understand that, but what I meant is that the webshield should have got it first.
I understood what you meant. I just disagree with the "absolute" character of the assumption. If the file was not infected when you actually got to the original website (meaning the file was infected *after* that moment), or if Avast was not able to identify the specific malware in that same moment, then the FSS can find that file after that first moment, either because now the FSS now finds the infection (that maybe wasn't there before), or because a new database update is able to find the infection (and previously, it wasn't).
Just to be clear, I am NOT saying you are incorrect. I am saying that there are other possibilities other than "the Web Shield is not working as it should".
If the WS was supposed to catch that and it didn't, and just a few seconds after that the FSS warned you (with no database update in between), then you are correct in your assumption. But I would extend that a little bit forward. Why the Network Shield didn't stop the file from being downloaded and saved in your system in the first place?