EMM console does not tell you why a device is non-compliant, just that it is. The easiest way is to talk to the user or inspect the device looking for the following issues (from the product guide):
About device compliance
Device compliance is determined based on the following predefined parameters.
A device is considered compliant if the following is true:
•The device has the current version of the McAfee EMM software installed.
•The device has the current security policy installed.
•The iOS device has the correct device certificate that was issued during provisioning.
A device is considered noncompliant if one or more of the following is true:
•The device does not contain the McAfee EMM software.
•The security policy has been updated and the device does not yet have the new policy.
•The device has not checked in since the software or security policy was last updated.
•The device has been hard-reset because of a company policy, and the device no longer contains the McAfee EMM software.
•The device has been jailbroken (iOS) or rooted (Android).
If that's the case you may want to call support.
I have not received any proper feedback from mcafee support team on this issue.