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I am certain my Colleague will pick up this thread and add to the discussion. As he is more familiar with Windows 10 than I am. I have had similar instances in the past of Windows Security Center not recognizing McAfee. Usually a 'Re-Boot' resolved the issue in (Windows 7 Sp1).
All the Best,
Is this an Insider Edition of Windows 10 (not compatible) or a regular one and is it up to date?
Windows SecurityCenter should only be telling you that McAfee controls antivirus and firewall, nothing else should be happening there.
If you had other security software active did you completely uninstall it?
Run the Virtual Technician to see if it fixes it, if not Technical Support is also linked on that page (see "Contact Support") and it is free. If at first they can't help ask for an escalation.