I think that you won’t be able to download the eicar .zip or .com files if you scan the file just after the download (for instance, if you use a download manager, you can add c:\ avast folder \ashquick.exe without parameters).

If not, when you try to ‘extract’ the .zip file the on-access scanner will caught the infected files. If you run the .com files either.
Look, to ‘see’ what is inside the zip is different from ‘open’ (extract) the infected files. Just ‘see’ a file that is already on your HDD won’t execute the viral code and won’t be detected.

I think this is the normal behavior (in easy words). Hope this help.