Firstly no protection software out there can catch everything and any independant security software forum will tell you that. McAfee could miss something that Kaspersky catches one moment and the next it could be the other way around.
That's why there is a submission process HERE.
That particular Trojan has only just gone on the books (see HERE) and should have been removable, perhaps it needed a reboot to remove it or to scan in safe mode.
There are some guidelines HERE.