Installation of McAfee disables Windows Defender. Officially it should remain that way, but in practice I have found that it's fine to restart WD.
Recently updates have periodically caused the unprotected pop-up in McAfee, but if the fix option works then don't worry about it. If the fix doesn't work then try rebooting and hopefully it will be OK.
It's a known bug with no end in sight thus far, sorry.