Hi there and welcome
McAfee will do this if it has been set to take over the phone locking or has detected the incorrect amount of pins being used. It will set the lock screen after a certain amount of time.
To be honest, it is buggy and I do not recommend it as it tends to cause more issues then it protects, plus the built in lock screen is more then enough.
I would recommend you consider Avira on your phone in place of McAfee. None of the bugs, is free and protects better then McAfee now does.
If you would like any additional information or assistance, please do not hesitate to let me know.
Else if you can take a second to rate my service by clicking one of the stars at the top of the screen then submit, that would be greatly appreciated.