Hi IBN,
Welcome to our forum!
As I know: Files from the Internet and from other potentially unsafe locations may contain viruses, worms, and other kinds of malware, and these can harm your computer. To help protect your computer, files from these potentially unsafe locations are opened in Protected View. However, if the email message that contains the Office document attachment originates from within your own Exchange Server organization, the attachment will open in Protected View only if you have MarkInternalAsUnsafe set to 1 in the registry. This is not the default setting for an Office configuration. By default, Office document attachments are not opened in Protected View if the email message originates from inside your own Exchange organization. More: Document attachments open in Protected View | Microsoft Learn
Hope it helps.
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