When mm_cfg.py is changed the Python scripts try to compile it to mm_cfg.pyc which requires write access to /usr/lib/mailman. Such access is not appropriate and is prevented by SE Linux policy. A better solution would be to have the file mm_cfg.py installed in a directory of it's own so that write access could be granted to it without granting write access to other files. The FHS says: "/usr/lib includes object files, libraries, and internal binaries that are not intended to be executed directly by users or shell scripts", so it seems that config files should not be there anyway.
does /etc/mailman/ not work? $ ls /etc/mailman/ adm.pw mm_cfg.py mm_cfg.pyc mm_cfg.pyo sitelist.cfg