User Configuration > Administrative Templates > Microsoft Visio 2016 > Visio Options > Save
User
HKCU\software\policies\microsoft\office\16.0\visio\application
This policy setting allows you to turn off all entry points related to CAD/DWG files. If you enable this policy setting, CAD/DWG functionality will be turned off. If you disable or do not configure this policy setting, CAD/DWG functionality will be turned on.