I normally see this when the helpdesk have manually added a new entry but it already exists somewhere else in the system tree. Check your system tree for two records to rule that out first.
If not try blacklisting the GUID and deleting the system. It will then re-add itself to your system tree hopefully with all the right data (can take a bit of time, max 2 hours to re-check in, if your on the system do a few collect and send props to speed it along for testing)
No duplicate entries for those 'unmanaged' computers. Checked.
I've also tried blacklisting GUIDs of those computers and it didn't help also :-(
If you remote into the machine and look at the mcafee agent about screen, are you sure these are reporting into your ePO server and not another one? Ignore that, I see the ePO server is listed at the top of your print screen, maybe time to bite the bullet and take to mcafee support
Finally with help of McAfee support we managed to solve this issue. It appeared that almost all affected 'unmanaged' computers were connecting to the network using VPN client. I got this solution https://kc.mcafee.com/corporate/index?page=content&id=KB52949 from support and it helped.