Cannot open Protected message from client

Hi Jean,
Do you use Hosted Exchange or Exchange Online? It sounds like hosted Exchange. In which case you may need to request from GoDaddy that they implement the below fix:

This issue often occurs when the setting ClientAccessServerEnabled is not enabled in your IRM Configuration. If you check this by running "Get-IRMConfiguration" in Exchange Management Shell you should make sure it is set to True. If it's not, then you'll need to run the below to update it:

Set-IRMConfiguration -ClientAccessServerEnabled:$true

Then wait up to 24 hours and retest.

For reference:

-ClientAccessServerEnabled
This parameter is available only in on-premises Exchange.

The ClientAccessServerEnabled parameter specifies whether Exchange Client Access servers are allowed to authenticate clients that do not have direct access to AD RMS (for example, Outlook on the web, Exchange ActiveSync or remote Outlook Anywhere clients). Valid values are:

$true: Client Access servers are allowed to authenticate clients. This is the default value. Note that enabling IRM in Outlook on the web requires additional configuration on AD RMS servers. For more information, see Information Rights Management in Outlook Web App.
$false: Client Access servers aren't allowed to authenticate clients.

https://docs.microsoft.com/en-us/powershell/module/exchange/set-irmconfiguration?view=exchange-ps