Display file format conversion panel on open in Word using this guide. Enable or disable this option using Word Options, GPEDIT, and REGEDIT.

Navigate to File Block Settings in User Configuration. Double-click on the Office Open XML converters for Word setting. Choose the Enabled option. Select the Open in Protected View option.

Learn how to use a Microsoft 365 setting to choose whether to open files in the online or desktop app, giving you full control for each file.