Microsoft managed to build a file format for spreadsheets, text documents and such, which can be used to run arbitrary code on the PC where it's opened (via VBA). In a move that no one could have predicted, this is used to distribute malware.
And their bandaid fix is this "Protected Mode", which is entered when you receive a document from another organization. In Protected Mode, it does not run VBA code until you exit it.

Unfortunately, their solution has conditioned users to basically always exit Protected Mode.