Warning Bar settings for VBA macros must be configured.
When users open files containing VBA Macros, applications open the files with the macros disabled and displays the Trust Bar with a warning that macros are present and have been disabled. Users may then enable these macros by clicking Options on the Trust Bar and selecting the option to enable them. Disabling or not configuring this setting may allow dangerous macros to 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 -> "VBA Macro Notification Settings" to "Enabled: Disable all with notification".