I have the full AVG package and it did not say anything. Depending on the type of threat their s/w is identifying, it could be harmless.
Perhaps a harmless tracking cookie of some type.
But, as I say, my own s/w did not warn me, though I have tuned mine to not bother me about harmless tracking cookies.
Rumors circulating on Twitter that he was involved with an under-aged prostitute. Time to resign!!!