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#1
The why- I have no idea, except that AVG being an AV company, probably put the elevation there to protect it.
The possible how(to delete)- It could have a service running in the background, even after uninstalling it. Open Regedit and search(use Find) for PC TuneUp and delete all it's keys(use the F3 key to keep finding the next).
When needed right click the major key(as opposed to the sub key), and select permissions, your account then close and delete the key:
Then go back an delete your folders.
I had to do this to get rid of some MSI bloatware once.