AVI is the veteran of desktop video: dependable in 1995, cranky about everything invented since. It was born in 1992, Microsoft, and its real weak spot is modern life: no proper streaming, no subtitles, no love for modern codecs.
WMV is a time capsule from the Windows XP years: tidy little files with dated manners. Windows Media Video, usually inside an ASF container; once the backbone of DRM movie rentals. That makes it the right destination when what you need is old Windows archives and PowerPoint decks that still insist on it.