Hi there,
If you have set up Office 365 ATP Safe Links policies. When protection is in place, links (URLs) in email messages are checked. If a URL is identified as suspicious or malicious, you might be blocked from opening the URL when you click it. Instead of going directly to the site, you might see a warning page instead https://support.office.com/en-us/article/office-365-atp-safe-links-warning-pages-fc4e6ebb-5acc-4bc5-bad8-4f3407d1d3f4?ui=en-US&rs=en-US&ad=US
You need to check Office 365 ATP Safe Links policies https://support.office.com/en-us/article/set-up-office-365-atp-safe-links-policies-bdd5372d-775e-4442-9c1b-609627b94b5d
Set up a custom "do not rewrite" URLs list using Office 365 ATP Safe Links https://support.office.com/en-us/article/set-up-a-custom-do-not-rewrite-urls-list-using-office-365-atp-safe-links-35dbfd99-da5a-422b-9b0e-c6caf3b645fa?ui=en-US&rs=en-US&ad=US
Thanks,