When I just came back to my computer it said (I don't recall the exact words) that a new update had taken place, and a reboot was necessary.
I decided to click on the SecurityCenter to see what had happened (I already got the update from 9.0 to 9.3), and it turned out that I had to reboot to access the SecurityCenter (for that reason I presumed the SecurityCenter had been updated, but it now seems that that was not the case, as the SecurityCenter 9.3's date is from a couple of days back).
It now looks like the McAfee engine has been updated. The current version is 5301.4018.
Just to be sure: what's the latest version of the McAfee engine: 5300 or 5400 ?