If you install Avast 1st then install Malwarebytes there is no message from Avast.
This is a 'Back covering' message from Avast in case there are any interactions causing crashes etc. If you install Malwarebytes 1st and try to install Avast it will display a message stating that ' Multiple AV/AM packages are installed and Avast recommend the removal of any other software'.
I am a User of both Avast & Malwarebytes.