This isn't a new recommendation, but AVG's adoption of it is new.
There's a specific hook into the filesystem that real-time protection
uses--and the fewer apps using that hook the better. Whatever file
operation is in progress won't proceed until each hooked anti-malware app
has scanned the file and approved it, and that takes an appreciable amount
of time. In addition, there have been times in the past when uninstalling
an app failed to properly remove it from the chain, with the end result that
you would do a download of a file, and the bits would simply disappear--the
filesystem would hand off to the non-existent anti-malware app, and the
final file would never get written to space where the user could find it.
We still see this symptom occasionally.
I'm not sure what I've said there is totally accurate--but those are the
kinds of considerations I can think of. AVG is now doing antispyware as
well as antivirus, and I would let them do it.
We even see this confusion between Microsoft's own products--Microsoft
Security Essentials is an antivirus and antispyware product, and
incorporates Windows Defender's capabilities--so it blocks Windows Defender
from being installed, or running. And this causes some confusion--but it is
for the same reasons.
AVG should be able to disable Windows Defender so that you don't get those
warnings. You can set the Windows Defender service not to start
automatically, which would take care of them.