Windows 11 can't open files from Recent

I just started noticing a strange problem...  When I bring up File Explorer, it lists recently visited files under "Recent".  If I select a Word document from this list, right-click, and select Open, it says it can't open the file because of Internet security settings:

These files can't be opened

Your Internet security settings prevented one or more files from being opened.

However, if I right-click, select Open File Location, then open the file from its folder, Word opens the file just fine.  Same if I navigate to the folder myself and open the file--that works fine.

The files are saved locally on C: and also synced to OneDrive.  If I click on "Show Details" from the error dialog, it shows me the path of the file on C: (not an Internet URL).  So I don't know why Internet security settings would even be involved.

Not a big deal since I can still access my files, but this looks like a bug.

Windows version is 22H2, OS build 22621.819