I can confirm that the MsgBus Certificate update worked after the package was signed into the repository the machine expected to use.
No more Event ID 2402 entries in the Client Events log. (No success either, which would be a nice feature).
Extract from the log:
2020-09-15 00:22:58 I #2744 ScrptMain START [C:\Program Files\McAfee\Agent\x86\McScript_InUse.exe -script C:\ProgramData\McAfee\Agent\update\UpdateMain.McS -id 21182 -localeid 0409 -logfile C:\ProgramData\McAfee\Agent\logs\McScript -parent FRAMEWORK -initiator 1 -installdir C:\Program Files\McAfee\Agent\\x86\ -taskid ma.cert.update.task.id]
2020-09-15 00:23:00 I #2744 ScrptMgr These updates will be applied if they are in the repository: EPOAGENT5000META.
2020-09-15 00:23:12 I #2744 ScrptMgr Update succeeded to version 5.6.5.
2020-09-15 00:23:12 I #2744 mue Updater session state = <1>, Update session result = "SUCCESS".