Hi Aldy Setiawan,
Thanks for posting your issue in this community.
Regarding to your description, you cannot open Excel macros file in the web but works fine in app and get the error. If so, I would like to explain that Excel workbook with macro-enabled does not support open in a browser window. Please check this Official article: Differences between using a workbook in the browser and in Excel That’s why you get the prompt and cannot run the macro in the web.
If you wanna run the macro in Excel, you need to open it in app as expected.
Besides, if you really want to open Excel macro file in the web, we sincerely recommend you share this in Excel UserVoice, you can see multiple users have share their ideas there, Microsoft will keep monitoring there, and your good ideas will be very helpful for the dedicated engineers in Microsoft to improve the services, which also help benefit more users once this idea can be accepted by the product team.
We appreciate your understanding and cooperation.
Best regards,
Gloria