I see this only occasionally. What version of Firewall and Security Center have you got?
And yes, the question of which accounts can and cannot modify Security Center settings is something the mods have been discussing among themselves today. I think settings can only be changed in an Administrator-privilege account, and that's by design. If malware hits you in a User or Guest account then preventing escalation of privileges is the best way to minimise the scope of the damage, and that applies especially to preventing modifications of McAfee programs.
I have the McAfee Total Protection. McAfee Security Center Version 12.1. Anti virus anti spyware version 16.1.McAfee Personal Firewall Version 13.1. McAfee Anti Span Version 13.1.
It just seems that every time McAfee does an update It turns off the firewall and the anti spam services.