Issue opening MS Office docs after Malware removal

Noticed an issue, which is happening with downloaded documents, which I get through my mail via Outlook... (Office docs, docx, pptx, xlsx)

I know the documents are blocked, however, earlier I could open them direct, now I get an error saying "the file is corrupted and cannot be opened".

However, if I save the file on disk and right click -> Properties -> and then unblock the file and then open it, it works. Did not have this issue before...
Any ideas?

Thanks so much