Your Default ePO policy has this feature disabled. You will have to enable and then push the policy change out to the machines you want to effect.
From "sytem tree" click on the group with the machines you want to enable this feature.
Change from "systems" to Assigned policies.
Select "McAfee Agent"
Under the policy colum selec "My Default"
Check "Allow end users to update security from the McAfee system tray"
This will enable the feature at the next enforcemant interval for all machines in that group.