You meant in general included Windows or AV for mobile OS only?
On Windows: Avast/AVG, Bitdefender, Kaspersky, and other major AV, probably scanning in real-time on websites, detection or analysis only happens in the cloud as already mentioned.
As you said about Bitdefender, you would have to ask AV vendors directly, but that doesn't mean it's always true, rather might be like marketing... Finally, just a matter of trust