Most likely, webshield protects your browser by acting as a proxy. First, webshield downloads and scans pages for malware, next webshield transfers safe pages to your browser and blocks unsafe pages.
Your firewall seems to log both actions: download by webshield and transfer to browser.
It would defeat the purpose of online protection, to let your browser download a copy that has not been scanned already.
Together with the Networkshield it is one of the best features avast av-solution offers it’s users and the shields have protected loads and loads of people from direct access to live malcode. “Keep those avast shields running, ‘guys and gals’, keep these visors up”,