Greetings from McAfee.
We are sorry for the inconvenience. To prevent cybercriminals from accessing your information and using that information to commit fraud, your bank needs to see your IP address. Many online banking apps and websites block VPNs to preempt fraudulent activities.
Like android devices McAfee doesnt have the app level protection option on IOS devices. We request you to turn off the McAfee VPN manually while working on banking apps.
For additional details, you may also reach our McAfee Support