Hi,
The online features integrated in Office need to connect to the Internet. If these features cannot connect to the server, it might prompt such dialogs.
Not sure what's your network configuration. If you are using a proxy server, make sure officeclient.microsoft.com is not blocked in your proxy server.
If this is an enterprise environment, you might consider contact your administrator for further assistance/to have a check.
Regards,
Ethan Hua
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