I think those alerts are for general notification purposes only and can't be more specific but you could perhaps ask Technical Support if there is something I'm not aware of. They are free to phone or use online chat and linked under Useful Links at the top of this page.
You could also suggest product improvements here: https://community.mcafee.com/community/home/ideas
Unsure what is said when the warning popsup but Ips and mac addresses are visible within home network.
Oh see what you mentioned no mac address unless you approve of the connection.
Yes as Peter suggested this a good idea for a feature.