Normally, deleting an application in Mac OS is just a simple thing to do. Delete the .app application and that is it. Or, to fully clean everything up, you use some 3rd party application like in my case AppDelete. However, McAfee VirusScan in Mac OS does not work like that. When I deleted that application, whenever I plug in my USB, it still pops up a window and scans everything inside it. So it seems the only solution for me was to re-download the installer again and, after extracting it, look for the uninstall command file that comes along with it.
Open the Terminal application and drag the uninstall file there. Everything then will follow. That’s it. McAfee VirusScan fully uninstalled.