Like you, I have expected Av mode to set the ISO automatically. However, it makes sense that it does not. "Av" mode is really a subset (or variation, perhaps) of "manual". [DM's note: 'Manual' here refers to a 'manual setting' of the flash, and NOT selecting 'Manual Power Output', something entirely different and which some people might get confused with]
Setting the ISO is a "dedicated" function. It would be confusing to have to set your aperture manually but not ISO. In addition, both the aperture and ISO settings are in the same sub-menu.