It's probably McAfee trying to check for updates. You say that the virus definitions are up to date but the program won't know if it has the latest definitions unless it can connect to McAfee's website to see if anything newer is available. New definitions are being released almost every day now. Commercial antivirus programs also check to see if your subscription is current for updates.
I don't use McAfee but if you want to take charge of getting your own updates there will probably be an option to turn off automatic updates but I do not recommend this as it's all too easy to forget.