Office 2016 introduced blocking all of the dangerous file formats from being embedded via OLE by default. Microsoft also introduced Attack Surface Reduction (ASR) rules into Windows 10 (which requires Windows Defender AV as a dependency) These rules are to reduce the functionality that an attacker can abuse or exploit to obtain code-execution on the system. When trying to activate a blocked file extension, Office will throw an error and prevent execution. This is why attackers have resorted to Object Linking and Embedding (OLE), ZIP files, etc.”]
Source: https://posts.specterops.io/the-tale-of-settingcontent-ms-files-f1ea253e4d39