User Configuration > Administrative Templates > Microsoft Visio 2016 > Visio Options > Security > Macro Security
User
HKCU\software\policies\microsoft\office\16.0\visio\application
If you want to be able to have your VBA project work in drawings created in other versions of Visio, select this option so that your VBA project is compiled when the file is loaded, but the compiled project is never saved.