User Configuration > Administrative Templates > Microsoft Word 2016 > Word Options > Security > Trust Center > Protected View
User
HKCU\software\policies\microsoft\office\16.0\word\security\protectedview
This policy setting allows you to determine if files downloaded from the internet zone open in Protected View. If you enable this policy setting, files downloaded from the internet zone do not open in Protected View. If you disable or do not configure this policy setting, files downloaded from the internet zone open in Protected View.