Avoidance isn't an official keyword—it's an umbrella term players use for any ability that makes a creature harder or impossible to block. This includes flying, menace, fear, intimidate, shadow, horsemanship, landwalk, "can't be blocked," and "can only be blocked by" restrictions. They all share the goal of reliably pushing combat damage (and combat-triggered effects) through your opponents' defenses.
The common mistake is assuming avoidance equals unblockable. Most forms have answers: flyers can be blocked by reach, menace just requires two blockers, and intimidate fails against artifact creatures or shared colors. Only true "can't be blocked" effects guarantee a connection.
In Commander, avoidance is critical for voltron and commander-damage strategies (21 damage from one creature) and for enabling powerful "deals combat damage to a player" triggers, since the multiplayer board makes ordinary attackers easy to gang-block.