Well I'd vote to keep HTTPS scanning enabled. Yes, your antivirus acts as a middleman in the connection, which kinds of breaks the model of "encrypted", but it's safer that way, and I'd prefer a cybersecurity company in the middle, than a cybercriminal.
Encrypted connections are not invulnerable to malware, and malware CAN attack through them, like messaging apps, browsers, mail. You can choose not to "scan HTTPS" but protection will decrease, it's a fact.
And it's not like ESET breaks HTTPS, it just spawns in between both points. And in order for that to be an issue, a cybercriminal would have to be able to take control of ESET itself and use it as a mean to attack you. And that not only is not an easy job, but it's expensive and would be a targeted attack.