Using Excel 365 and have the same issue. The problem may be related to an update from Microsoft as it is being reported by users on other sites.
In my case, the offending file that causes the message to appear when Excel starts is an AddIn that is being automatically loaded when Excel starts ... I went through the list of AddIns (in Excel 365, see: File > Options > Add-ins > Manage > Excel Add-ins > Go) and unticked/unchecked each one individually to find the offending AddIn. In my case, I wasn't really using the offending AddIn so I have left it that it does not load automatically when Excel starts and so I now do not get the message.
If you can identify a specific AddIn (or I guess could be multiple AddIns) and opt not to automatically load it/them when Excel starts then I think this is likely to be a better solution than disabling Protected View (no security risk). But I know this isn't gonna be the case for every AddIn for everyone.
As an aside, the offending AddIn had been downloaded over the internet. However, the 'mark of the web' (ie right-click the file, Properties > General and tick 'Unblock') had been removed long ago. I wonder if MS has found another way to try and stop macro-enabled files (that have been downloaded / emailed) from running?!