You can check whether other policies have been pushed that configured the popup settings. The policy DefaultPopupsSetting may be the answer. For more information, you can read this doc.
Furthermore, you can take a look at your browser settings: Settings --> Cookies and site permissions --> Site permissions --> Pop-ups and redirects --> Switch off 'Block' (if on).
Since you have it in IE mode, you can also check whether the popup settings in IE has been enabled: Internet Options --> Privacy --> Uncheck "Turn on Pop-up Blocker".
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