Hello yk_672,
Thank you for posting this case in Microsoft Community!
Based on your description: Why "Outlook blocked access to the following potentially unsafe attachments" message appears only on desktop app. I would like to cooperate with you working on this case. To clarify this case, all versions of Outlook client since Outlook 2000 Service Release 1 (SR1) include a security feature that blocks attachments posing a risk of viruses or other threats. Outlook blocks access to the attachment, but the attachment is present in the e-mail message. Thus in Outlook for Windows, when receiving an e-mail that contains an attachment, you may receive this alert message on top of the message or in the Reading Pane. See more information, you may check below article as reference:
Outlook blocked access to the following potentially unsafe attachments
Blocked attachments in Outlook
For my suggestion, you may further check above shared article and they also provide some scenarios about how to open a blocked attachment, and what types of attachments Outlook may block. We also recommend using OneDrive and sending the recipient a link to the file instead.
Hope the above workaround would be helpful. If you need further assistance, please feel free to let me know, I will keep assisting you.
Your understanding and patience will be appreciated.
Thank you!
Microsoft Community Moderator