Asked to Enable Macros In a Workbook Without Them - excel

Question

The macro copies over the sheets to a newly created workbook, I send this report that is WITHOUT MACROS.
However, my client says she has to open the file to enable macros and then re-save.
She says she has a "file linked to the report," so prob. a program that pulls data from the closed report.
She also sent me a photo of her screen with the little yellow bar prompting her that the file is in protected view.
Is there any reason in my code that explains this situation?
Here is my code:
Sub Generate_Position_Report()
Application.ScreenUpdating = False
Application.Calculation = xlCalculationManual
Application.Calculate
Do While Application.CalculationState <> xlDone
DoEvents
Loop
''''''''' Open Previous Report '''''''''
Dim d As Date
d = DateAdd("d", -1, Date)
Dim d3 As Date
d3 = d - 2
Dim prev_file As String
Dim prev_file_exists As String
prev_file = "X:\Risk\Departmental\Reporting\Position Report " & Format(d, "yyyy-mm-dd") & ".xlsx"
prev_file_exists = Dir(prev_file)
If prev_file_exists <> "" Then
Workbooks.Open Filename:="X:\Risk\Departmental\Reporting\Position Report " & Format(d, "yyyy-mm-dd") & ".xlsx"
Else
Workbooks.Open Filename:="X:\Risk\Departmental\Reporting\Position Report " & Format(d3, "yyyy-mm-dd") & ".xlsx"
End If
ThisWorkbook.Activate
''''''''' Variables '''''''''
sim_date = Range("SIM_DATE").Value
main_analysis_name = Range("MAIN_ANALYSIS_NAME").Value
secondary_analysis_name = Range("SECONDARY_ANALYSIS_NAME").Value
previous_workday = Range("PREVIOUS_WORKDAY").Value
t_minus_2_workday = Range("T_MINUS_2_WORKDAY").Value
previous_day_quotes = Range("PREVIOUS_DAY_QUOTES").Value
t_minus_2_quotes = Range("T_MINUS_2_DAY_QUOTES").Value
price_curves_analysis = Range("PRICE_CURVES_ANALYSIS").Value
previous_analysis_date = Range("PREVIOUS_ANALYSIS_DATE").Value
previous_analysis_name = Range("PREVIOUS_ANALYSIS_NAME").Value
col_shift = Range("COL_SHIFT").Value
Application.DisplayAlerts = False
''''''''' Recalculate Data '''''''''
Application.Calculate
Do While Application.CalculationState <> xlDone
DoEvents
Loop
'''''''''' Save the Template ''''''''''
'good practice to turn things back on for the template'
Application.DisplayAlerts = True
Application.ScreenUpdating = True
ThisWorkbook.Save
'we need to turn them off again to finalize the report'
Application.DisplayAlerts = False
Application.ScreenUpdating = False
'''''''''' Copy/Paste Values ''''''''''
'we need to copy and paste values for all the worksheets'
For Each ws In Worksheets
Sheets(ws.Name).Activate
Sheets(ws.Name).Cells.Copy
Sheets(ws.Name).Cells.PasteSpecial Paste:=xlPasteValues
Application.CutCopyMode = False
Sheets(ws.Name).Cells(1, 1).Select
Next
'''''''''' Create Fresh Copy Without Macros ''''''''''
ThisWorkbook.Sheets.Copy
Application.DisplayAlerts = False
Application.ScreenUpdating = False
ActiveWorkbook.SaveAs Filename:="X:\Risk\Departmental\Reporting\Position Report (TEST) " & Format(d + 1, "yyyy-mm-dd") & ".xlsx", FileFormat:=51
'physically breaking links'
Dim wb As Workbook
Set wb = Application.ActiveWorkbook
If Not IsEmpty(wb.LinkSources(xlExcelLinks)) Then
For Each link In wb.LinkSources(xlExcelLinks)
wb.BreakLink link, xlLinkTypeExcelLinks
Next link
End If
'''''''''' Activate/Hide/Delete Tabs ''''''''''
Worksheets("Control").Visible = False
Worksheets("Reference").Visible = False
Worksheets("HERITAGE Summary").Activate
'turning back on some features for the active/report'
Application.DisplayAlerts = True
Application.Calculation = xlCalculationAutomatic
Application.ScreenUpdating = True
ActiveWorkbook.Save 'saving the report'
Workbooks(2).Close 'closes the prev. file'
ThisWorkbook.Close savechanges:=False 'closes the template'
End Sub