I am having the exact issue as well. I am sure it's a setting I am over looking, but there is nothing obvious in the Policies menu to allow machines on a network to communicate.
I am still researching and will researching and will follow up once I find something.
To fix the issue, please follow the below steps.
1. Open security center using your login credentials.
2. Click on policies | Add policy |Firewall protection | General Settings | Firewall Configuration
3. Select option Administrator configures firewall.
4. Firewall Status "Change thestatus to 'on'".
5. Connection Type "Select 'Report' option".
6. Now Connection type will be selectable, please select 'Custom settings' and click on edit.
There please check the all the options shown.
* File and Print Sharing
* Remote Assistance
* Remote Desktop
7. Save the policy and apply it to the computers.
8. Now do manual update and then check for the issue.
Thanks! That took care of my issue.
Thanks!! for informing us that the issue is fixed, please keep us posted if you have any issues with McAfee.