Per my research, you may not be able to achieve this througn Group Policy.
From the perspective of Office, I found an offcial article about disabling automatic hyperlinks, you may have a look.
Besides, due to we are more focused on general issues about Excel client, I think you could refer to the following pages to post a new quesion to check if any code could be helpful to you.
Excel developer community
Office VBA support and feedback
Hope the information could be helpful to you!
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