McAfee Access Protection is divided into 2 section workstation and servers where if you had allowed mass mailing for server section and apply it to workstation than it will still block. I'll suggest you to update same settings in workstation section and do a check new policies under McAfee Agent monitor.
Please refer below screen shot
That solved the problem. Strange that you cannot make it different for each group.
You can make new tags or edit existing tags if you want to apply a policy to all groups but you will have to follow ansarias guide above still to change the settings if you create a new tag.
Menu - Systems Section - Tag Catalog.
I personally haven't touched the pre-configured Server and Workstation tags but it looks straight forward in changing them. I have created new tags for testing purposes.
Yes, you can make different policy for each group moreover you can apply particular policy to a single system also only you have to break the inheritance in system tree.