Malicious websites often try to confuse or trick users into giving a site permission to perform an action allowing the site to take control of the users' computers in some manner. Disabling or not configuring this setting allows unknown websites to:
-Create browser windows appearing to be from the local operating system.
-Draw active windows displaying outside of the viewable areas of the screen capturing keyboard input.
-Overlay parent windows with their own browser windows to hide important system information, choices or prompts.
Set the policy value for Computer Configuration -> Administrative Templates -> Microsoft Office 2016 (Machine) -> Security Settings -> IE Security "Scripted Window Security Restrictions" to "Enabled" and 'visio.exe' is checked.