Why I am getting this error and how to fix this.
This error message usually occurs when the attachment is of an unsupported extension. The list of file types that are currently blocked by Outlook can be found here: Blocked attachments in Outlook. For instance, the file extension .bgi in the image you shared is in this list, so it's expected to see the error when viewing this mail:
To get this around, you could suggest the sender to save the attachment to a server or an FTP site that you can access or compress the file before sending. Or you can follow the instructions in the link below to customize the attachment security behavior in Outlook using registry:
Outlook blocked access to the following potentially unsafe attachments -Method 1: Customize attachment security behavior
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