I found out it isn't only Construct 2, but Avast blocks similar file types from similar programs. When any executable is being created it isn't always secure, when any executable is set out world wide it becomes less secure due to hack risks. This is why Avast blocks files like this.
Solution: *do at your own risk*
In order to open .Capx files when you have Avast installed and 'Hardened mode' enabled, you have to add Construct 2 to the 'Exclusions' list for 'File System Shield' in Avast settings.
Open Avast and go to Settings.
There are some tabs on the side, click 'Active Protection'
Turn OFF 'File System Shield' and click 'Customize'
There are some tabs on the side of the newly open window. Click 'Exclusions'
You will see a list of locations, scroll down to the bottom of the list.
You will see a blank text field that has two buttons to the right of it. Click the 'browse' button.
Browse to the location you have Construct 2 installed.
----Don't open the construct 2 folder you want to select the whole folder, not the folders inside.---
Click the box next to the Construct 2 folder.
If done correctly you will see the selected path in the text field, selected 'OK'.
The selected path you just entered will be highlighted in the list of Exclusions.
Make sure you click 'Add' on the bottom of the window.
Close the window with the 'X' or click 'OK'.
It is important you turn 'File System Shield back on.
Turn 'File System Shield' back ON.
Now you should be able to open any .Capx file.