A family of Microsoft word processing software products for creating web, email, and print documents.
This is a known issue with Protected view after upgrading to Windows 10, according to the Office team. A bug fix will be released.
What you can do, in the meantime, is download the file, right-click its icon, choose Properties from the context menu, and Unblock the file. Note that you should only Unblock files that you know are safe to open.
And why is it STILL like this?