SiteAdvisor and and (I believe) the accessories Vulnerability Scanner, Quickclean etc. update independently of the rest of SecurityCenter, VirusScan etc. so that may be what is happening, also SecurityCenter will poll for updates every few hours and alert you if you are out of date, that's another thing you may be seeing.
Regarding the Firewall issue, it's complex with arounf half a dozen reasons why it happens. Restoring to an earlier date is merely putting off the inevitable and may lead to further issues unless you update immediately afterwards.
There's an announcement about it at the top of Personal Firewall section or here is what it says:
In Windows 8 try restoring the default services in "Windows Services" a.k.a. services.msc using this Tutorial: http://www.eightforums.com/tutorials/9413-services-restore-default-services-wind ows-8-a.html
Or run this new Microsoft Fixit: http://support.microsoft.com/kb/2519899
In other systems try this Microsoft Fixit: http://support.microsoft.com/mats/windows_firewall_diagnostic
User philosophicsity has posted a useful Tutorial also, click HERE.
If not effective, contact Technical Support - it's free by phone or online chat and available through Useful Links at the top of this page, or the McAfee Support link, or right-click your taskbar icon and select "Get Help" then select "McAfee Support Website".
I did update right after the system restore and firewall is still OK. Tried the fixit and other fixes shown and none of them worked. Spent hours with tech support and they only made things worse by causing me to lose my Internet connection and then telling me to contact my ISP. The only thing that worked was the system restore.
No, the update that McAfee does is a full update of engine version, etc. with the blue circle turning on the icon, not just Quickclean or SiteAdvisor. It does this even with automatic updates turned off.
I believe you but it shouldn't be doing that. I'm wondering if an uninstall, run MCPR cleanup, reboot and reinstall may help, but I'm sure you've already tried that.
Only thing to do then is to contact support again and ask for escalation maybe?