A router itself can't be infected.
A router could be open to vulnerabilities, but that is something someone has to openly try and exploit.
In some cases, you get some spam/pop-up scam effort to try and extort money out of you because it will make you believe you have an issue, when in fact, you likely don't. This is commonplace these days to try and extract money out from people who wouldn't know better/have the foresight to ask folks who do know...
However, as this is from an AV - I'd still be suspicious. What AV is it?