User Configuration > Administrative Templates > Microsoft Project 2016 > Project Options > Security
User
HKCU\software\policies\microsoft\office\16.0\ms project\security
Allows users to access Project Server Web sites and Workspaces that have not been added to their trusted intranet zones. If you enable this setting, users can access Project Server and Microsoft SharePoint Foundation sites that are not in their trusted intranet zones. If this setting is disabled or not configured, users are required to add the Project Server and Microsoft SharePoint Foundation sites to their trusted intranet site zones.