The auto-sandbox is an anti-malware sandbox, designed for opening things that fit certain criteria....they are then dubbed "potentially unsafe" and the sandbox offers you to open them in it.
All changes are lost on reboot, and it is that way by design.
If you trust the game, you can exclude it this way; Open Avast! UI>>Real Time Shields>>Expert Settings>>Autosandbox....you should see the exclusion list there.
You can also set the auto sandbox to "ask" mode....then the next time you play, a dialog box should appear asking you if you want to run in sandbox, choose "No" and check the "remember my answer" box, this will enter the exclusion automatically for you.