Trust Center External Data Settings Microsoft Query IQY Files Option Missing - How Can I select it?

[Hg1101]

I'm having a security issue trying to open an IQY generated from a Sharepoint List export to excel. Help tells me to go File --> Options --> Trust Center --> Trust Center Settings --> External Content and select or deselect this setting: Always block the connection of untrusted Microsoft Query files (.iqy, .oqy, .dqy, and .rqy) 

This option is missing from Trust Center Settings --> External Content.

How do I get this option to appear?