Auto Lock feature works when network connection is lost or the SIM is removed. This feature will lock the phone and you can't access anything, unless you enter the PIN that you've setup with McAfee Mobile Security.
McAfee doesn't have an option where you can add exceptions for this feature. This feature can be turned Off and it wont auto lock the phone when there is a bad network connection or SIM is removed.
Please follow this McAfee Article for more information.
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