The fix for this has always been to add the https location to the list of Trusted Sites in Internet Explorer. This is not an option for most users because IE has gone away (good).

However you can still access the old Trusted Sites dialog by typing “Internet Options” into the Windows 11 search box. Now Excel, PowerPoint, Word and Outlook will no longer give you security warnings and block content when you open it from the Team.

Add your https:// Sharepoint site thus;