An indicator of a rootkit (apart from an outright detection of it by security software) could be any unusual behaviour (but they are designed to not be detectable, so no symptoms would be ideal as far as the designer's intent is concerned). Rootkit tactics (in my experience) involve either a device driver / system service masquerading as something legitimate or something hijacking the boot process (ie. starting with the boot sector and coupling it with a dodgy driver).
Despite my low opinion of McAfee, I would be surprised if it acknowledged that it had scanned a rootkit but then moved on to the next item to scan.
I agree with seepy83, it's just McAfee's poor choice of wording.