It was necessary in the particular case of the person who answered OP's question in the link you provided because he had a Windows 7 bootable USB with MBR and his PC was initially set to UEFI. So when first entering the BIOS, his USB stick wasn't even recognized/listed in the boot options. So the first time he booted up and pressed F2 to enter the BIOS, he had to change it to Legacy boot mode. He then had to save and exit the BIOS, the PC rebooted, and then he had to press F2 to enter the BIOS once again. Now his Windows 7 bootable USB drive was recognized in the BIOS and he could then move it up in the boot order.
I'm not saying that's necessarily going to be the case with you trying to boot into your AVG rescue disk because I don't know how you currently have your PC setup or how you created that rescue disk, but your main question seems to be why the two step process was necessary in that particular case and I am just clarifying why that person had to do it.