Yes. You could try that for additional testing, but that would be considered a workaround solution since the files should be copied automatically when clicking the MMode Turn On button. Also the default WordPress index.php file is backed up first before the MMode index.php file is copied so that when you click the MMode Turn Off button the default WordPress index.php file replaces the BPS MMode index.php file.
Copy these 3 files: bps-maintenance.php, bps-maintenance-values.php and maintenance-mode-index.php from this folder: /bulletproof-security/admin/htaccess/ to your website root folder. Rename your default WordPress index.php file to: index-backup.php. Rename the maintenance-mode-index.php that you copied to your website root folder to: index.php. To take your site out of MMode you will need to rename the BPS MMode index.php file to: index-mmode.php and the default WordPress index-backup.php file back to index.php.