DEP by default is only enabled for certain important processes. Additionally it can be enabled for ALL processes.
Maybe Avast is panicky about it being at its default setting? Who knows.
Could be this is the reason.
You can check. That’s why I placed the link. It shows you the deeply buried menu where you can enable it for all processes. Then rerun Smart Scan and see if it still thinks DEP is off.
By the way: MS itself considers DEP for critical processes only, the correct setting. So Smart Scan shouldn’t whine about it.
I have 3 machines that has Avast installed and neither of them have this issue. DEP is all default settings. Strange. 
For ducks I went through enabling the DEP setting for all processes. In my case, Smart Scan still thinks DEP is off. I think I’ll revert to default.