We’ve contacted McAfee several times, their support does not really have a clue. That’s why we also asked Steam what we could do about this. Their response was, that we should wait 1-2 weeks. It usually takes some time until they whitelist steam games.
About the internet use with the error reporting turned off. We do use the steam user-stats and achievement system, this does also use the connection. On our side, we only get the crash dumps if your game crashes and your error reporting is on.