The default behavior is for Internet Explorer to warn users and select whether to allow or refuse installation when a web-based program attempts to install software on the system.

To fix this, configure the policy value for
Computer Configuration
|_ Administrative Templates
|_ Windows Components
|_ Windows Installer
|_ "Prevent Internet Explorer security prompt for Windows Installer scripts" to "Not Configured" or "Disabled".

STIG
Server
2022: https://stigviewer.com/stigs/microsoft_windows_server_2022/2025-01-14/finding/V-254375
2019: https://stigviewer.com/stigs/microsoft_windows_server_2019/2025-01-15/finding/V-205874

Desktop
W11: https://stigviewer.com/stigs/microsoft_windows_11/2024-09-12/finding/V-253412
W10: https://stigviewer.com/stigs/microsoft_windows_10/2024-11-25/finding/V-220858