Even though an Excel workbook doesn’t contain any macros, sometimes when you open a file, a security warning appears.
This can happen if you recorded a macro in the workbook, then deleted it. A module is automatically created to store a recorded macro, but it’s not automatically deleted when you delete the macro.
Delete the Empty Module
Follow the steps in this video, to delete the empty modules in the workbook, and that should prevent the security warning from appearing.
If you prefer written instructions, there are detailed steps here to remove empty modules.