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NL "Sheets" formula problem - "The workbook contains links to one or more external sources.."

Hi all,
I have an interesting case here, a user sent me one of their reports - which is using the NL "Sheets" formula to replicate a sheet for each venue they have.
Each time they run this, they get an Excel error message

This workbook contains links to one or more external sources that could be unsafe.
If you trust the links, update them to get the latest data. Otherwise, you can keep working with the data you have.

What I know:
This was a quite a big GL report. I have removed everything apart from options and the bare NL "Sheets" formula, still get the error, so this is an issue with this particular formula.
Upon launch of this report, the link to jetreports.xlam seems to be always broken, and needs reconnecting, every time, even if it is fixed and the document is saved and re-open.
Excel is setup for no security at all, to auto link everything with no question - yet it still complains about links.
Now, the bare report is attached, however without using the native datasource it will not replicate the sheets.
Excel has no active add-ins or expansions, apart from the Jet add-in

Any ideas?
Thanks!

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