How to resolve "Insecure content is blocked by default on secure sites"

After the organization recently decreed that users must use Microsoft Edge as their browser, PeopleSoft 9.2 (Tools 8.56) FIN users who run queries and then try to download to Excel are being blocked with message saying "xxxxxxx.xlsx cannot be downloaded securely". It shows a red X.

I am aware of how to work through this for every file, by clicking on the … in the right of the message, and overriding the default prompts. This is huge pain in the butt for end users.

I'm also aware of how to update settings at the individual user level, by updating Site Permissions/Insecure Content and adding the server domain address to the "Allow" section. Some of our users may struggle to get this completed, and I'm not so sure the Help Desk Analysts would be much help there either.