Hi CraigBrody,
We understand you want to disable the warning prompt that appear when you click a hyperlink to open your Word document.
The prompt you want to disable is a security alert. The security alerts are designed to protect the program from unwanted malwares or viruses. In older version of Office (2013 and earlier), there were settings to disable or enable this function, but this has been removed in newer versions.
Source*:Enable or disable security alerts about links and files from suspicious websites*
We understand that you are opening your trusted document and it would be convenient to open the link directly and, in this regard, we would like to invite you to provide your feedback in Excel UserVoice and let the Product Group know. UserVoice is the best way to give the feedback to Product Group as it’s actively monitored by them and many new features have been implemented from our customers feedback.
Thanks for your co-operation and understating.
With sincerest regards,
Neha