No, not necessarily. A temporary infected file was saved into your HDD. It could be deleted by the infected process just before avast could do it. It was detected by avast and deleted by the infected process. Other possibility, two different residents of avast are detecting the file (Standard Shield and Script Blocker, or Internet Mail…), the first one deleted the file (are you using silent mode?) and the second couldn’t.

I’m not saying it’s not strange but the message supposes avast could not handle the infection as the file was in use. You should do a boot time scanning. But, if in the second scanning you’re clean, that means the infected file was deleted before.
I agree that the behavior in your system is strange…