I suffer from this extremely annoying behaviour as well (when a scan completes and every time Antimalware incorrectly thinks that parts of its protection are disabled, which is obviously a bug).
According to the manual, only a very few insignigicant notifications can be disabled. The ones I'm mentioning are apparently impossible to disable, which is a major pain. In Windows 10, it would be better if the regular os-supported notification system was used instead, which never disrupts my gaming sessions.
I'm thinking about reverting to version 2.x + Anti-Exploit (which unfortunately no longer seem available for download so I guess I'll have to get them from unofficial sources), because the current situation with 3.x is unbearable.