Removing IQY security notice when downloading from SharePoint List

Hi,

I am trying to remove this security message that shows when i try to Export to Excel from a SharePoint list. I have tried to follow Microsoft advice (see below) but when i go to the Trust centre, the tick box is already un-ticked. Would anyone know what else to try here please?

I can proceed to open my file, but others in my organisation need reassurance that this is OK, or the warning removed.

Thanks in advance for any help

1. Click OK, then go to File > Options > Trust Center > Trust Center Settings > File Block Settings.

2. Scroll down to Microsoft Office Query Files in the File Type section, uncheck Open, and then click OK.