If I may, ask you if you uninstalled your McAfee Security before 'Upgrading' to Windows 10? As with all Service Packs/Major OS Upgrades I have always done so. Having said this, there is a 'FAQ' which states Microsoft will automatically notice the Anti-Virus during installation.
This may indeed be the case why you received such: How to prepare a computer running a McAfee Security Suite for migration to Windows 10
Personally, as I stated I always indeed have 'Uninstalled/Reinstalled immediately afterwards. And have experienced no issues.
McAfee Community Moderator
I would also ask what is the version and build of your McAfee security center?