Hi @Nur Adibah binti Abd Razak,
I suggest you try to add the SharePoint site as a trusted site on your browser. Go to IE- select Internet Options- Security- Trusted sites- click Sites enter the URL of the site and click Add.
Did you check if you download the Workbook to locally, if this problem still existed?
You can also try to disable Protected View in Excel. Open Excel- go to File- Options- Trust Center- Trust Center Settings- Protect View > uncheck Enable Protected View for files located in potentially unsafe locations.
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