I Believe Antivirus On Android Is Useless.There are Very Small Amount Of Viruses That Can Be abused On Android.Good For The User These Available Small Number of Viruses Require User Permission.Now Get To Your Error.As I Have Stated Above That Antivirus Are Useless In Android But Let's Consider For 1 Second That It Works.Now You Are Saying That The App Informed Of You being In an Attack Called "The Man In The Middle" Or MITM Attack.The Only way of Using This Attack In Android Is To Intercept The Traffic of Apps.Now The Only Hacker Here is You To Make Sure That You Have Not Unconsiously Installed a Bad Certificates Check
Settings>Secuirity>Device Administrations
And Also
Settings>Accessbility
And Check If Something Fishy Is Not Going On
Another Thing Is That Even If A Hacker is Present Your Mobile Won't be Able To Detect If He is Operating.
This also can Be Happening Due To Some Bad Website.