Problem passing rows results to columns names
I haven't done the actual brainwork to articulate what the bug is, but I believe the following code may solve your problem.

with PvtData ( ALUMNO, TIPOEVALUACION, AvgNOTA ) as
    ( select 
        ALUMNO
        ,[TIPOEVALUACION]
        ,avg( nota ) as AvgNOTA
    from ALUMNOSEVALUACIONES
    group by ALUMNO
        ,[TIPOEVALUACION] )
select 
    * 
from PvtData
PIVOT
(
    sum(AvgNOTA)
    FOR [TIPOEVALUACION] IN ([PR1], [PR2], [PR3], [TR1], [PA1], [PA2], [PA3], [PA4])
) AS PIVOTTABLE


Pre-aggregating the average appears to return the correct Data. I hope this helps you!