Add-ins to Office applications must be signed by a Trusted Publisher.
Office 2016 applications do not check the digital signature on application add-ins before opening them. Disabling or not configuring this setting may allow an application to load a dangerous add-in. As a result, malicious code could become active on user computers or the network.
Set the policy value for User Configuration -> Administrative Templates -> Microsoft Visio 2016 -> Visio Options -> Security -> Trust Center -> "Require that application add-ins are signed by Trusted Publisher" to "Enabled".