Thank you Amir,
We've checked and all works fine. There are three category of avatars and you should know which one is cached which is not:
1. Users who don't have Gravatar it loads the default avatar from plugin you use, it's not cached. wpDiscuz doesn't cache 3rd party plugins avatars.
2. All users with Gravatar are cached well and are loaded from cache.
3. All users who use Ultimate Member Plugin avatar, they are loaded from UM plugin source. As I've mentioned in #1 wpDiscuz doesn't cache those.