The message seems to indicate Avira is trying to put a kernel extension here:
/System/Library/Extensions/
That folder has been entirely off limits to anything but the OS itself since at least High Sierra. All third party apps must use the root Library folder at:
/Library/Extensions/
It's either that, or you already had a kernel extension in the System folder in an older OS where it was allowed, and then jumped to Catalina where it will be automatically disabled with no possible way to enable it.
Other than that, you are entirely wasting system resources protecting yourself against nothing. There are no Mac viruses. None. Nada. Zero. Not since the inception of OS X, 10.0. The underlying Unix system makes it nearly impossible for self replicating software to install itself. And with the entire System folder set as read only in Catalina, it is now even closer to literally impossible.
Yes, there are Trojans. Lots of them. But a Trojan is something the user must install in some manner, whether you realize you're doing it or not. There is no AV software - none - that will make ever the slightest attempt at stopping you from installing one. Only rarely will they even mention you've done so. Yeah, thanks for letting me know after the fact.
In short, typical AV software is 100% useless on a Mac. They eat up system resources with zero benefit to you. The one and only plus they have going for them is they may occasionally detect Windows malware in an email. But what do you care? Or, more plainly put: Why should you bog down your system protecting anyone you may forward such an email to? Let them protect their own computers.