Vlk from avast! said this on Wilders:
Absolutely. It's no mystery.
You have to realize that no AV will ever detect/block all binary malware files. Therefore, it's useful to use other protection layers - layers that are ideally independent of the scanning engine that's responsible for the detection/blocking of the binary malware (i.e. the overlap isn't too big).
Also, the WebShield allows us to track the sources (source URLs) of binaries that are later executed, and these sources are then taken into account by the heuristics engine (generally, files coming from high-profile sites are less likely to be malware than files that are coming from unknown/dodgy sites).
You can read the whole thread titled, "Web Scanning - Is It Needed?" here:http://www.wilderssecurity.com/showthread.php?t=305375&highlight=scanner
Vlk has said on more then one occasion, that in avast!, the Web and File shields are NOT the same.