IE - Security change (Do not Save Encrypted Pages to disk)

Hi All,

A recent change to the IE settings have stopped users from opening files from the Version History in SharePoint Online.

 

It looks like the setting below prevents documents from being opened:

 

Users are currently getting this message when trying to open up previous versions of a document, only the live version opens:

 

If I untick the setting and try opening a document from the version history it seems to work as expected.

 

Can anyone help with this? this setting is current security guidelines we need to follow as a company.

 

Many Thanks