The reason it doesn't work is because McAfee's crappy Firewall blocks SSH access, which Casper Remote uses to SSH into the Mac and turn on ScreenSharing and create the connection back to your console (among other things)
As @dpertschi mentioned, I would talk to your ePO admin(s) and see if they are OK with just using Threat Protection. McAfee's Stateful Firewall is a load of garbage. Your life will be much easier without it if you can swing that, though still no walk in the park (it IS McAfee after all!)
If they aren't willing to remove that, then make the case that you can't do your job and use the tools your organization paid good money for unless they loosen up the firewall rules to allow SSH and open some ports at a minimum. Few people want to be labeled as the cause of someone being unable to use a paid product, though security admins tend to be of a breed that is more resilient to shame and doing the right thing. Sometimes they just don't give a damn.
FWIW, we're using just Threat Protection here too, thank goodness. I hope our security admins never force us to use all that other nonsense. Talk about making a Mac into a useless brick.
