That's happening because all of the traffic is being redirected through AVP.exe.
"Why's that?" you ask?
Because you've installed an Antivirus package (e.g. Kaspersky) which injects its own proxy into every process so that it can attempt to scan traffic for viruses or malware. (I think this is a terrible idea with bad perf/safety ratio, but a number of AV companies do this.)
If you disable that option in your AV settings (it's usually called "Web Safety" or similar) then the traffic's origins will no longer be concealed.