It'll be because it's an unrecognised program - you just need to set it as an exception.
https://support.avg.com/SupportArticleView?l=en&urlName=How-to-exclude-file-folder-or-website-from-AVG-scanning
https://support.avg.com/SupportArticleView?l=en&urlName=How-to-exclude-file-folder-or-website-from-AVG-scanning