In Microsoft Word version 16.0.11601.20178 a bug was introduced. When opening exported Word document it throws security warnings for each embedded image in the document.
Problem is there is an error pop-up for each image, user would have to click through all of them to be able to open the document.
The reason behind is that the document contains the original urls pointing onto the codeBeamer instance where the export was initiated.
These false positive warnings have been removed in the next update 11601.20204. So upgrading Office should solve this problem.
You can find your Word version under Account / Product Information on the side bar.