This policy setting controls whether Office 365 ProPlus applications notify users when potentially unsafe features or content are detected, or whether such features or content are silently disabled without notification. The Message Bar in Office 365 ProPlus applications is used to identify security issues, such as unsigned macros or potentially unsafe add-ins. When such issues are detected, the application disables the unsafe feature or content and displays the Message Bar at the top of the active window. The Message Bar informs the users about the nature of the security issue and, in some cases, provides the users with an option to enable the potentially unsafe feature or content, which could harm the user's computer. If this policy setting is enabled, Office 365 ProPlus applications do not display information in the Message Bar about potentially unsafe content that has been detected or has automatically been blocked.
Set the policy value for User Configuration >> Administrative Templates >> Microsoft Office 2016 >> Security Settings 'Disable all Trust Bar notifications for security issues' to 'Disabled'.