User Configuration > Administrative Templates > Microsoft Project 2016 > Project Options > Security > Tools | Macro
User
HKCU\software\policies\microsoft\office\16.0\ms project\security
Specifies the level of security used when opening documents. If you enable this policy setting, the security level you specified will be used when user open documents. If you disable or do not configure this policy setting, the users default for this setting is followed.