UPLOAD FILE warning message with Excel 2019

[pibi]

I recently started a project that couples webdav with remote editing of some excel. Unfortunately Excel (both 2016 and 2019 releases) shows me the following message while trying to save a change:
UPLOAD FAILED Your file wasn't uploaded because your changes cannot be merged with changes made by someone else. see attached screenshot below.

If I dismiss the changes and reenter them, the upload operation goes well. I don't know how to troubleshoot this kind of errors, so any help will be greatly appreciated. Thanks!

[pibi]

UPDATE: I found this: http://informatics.perkinelmer.com/Support/KnowledgeBase/details/Default?TechNote=13265

The proposed solution works:

In MS Excel options, "Trust Center" settings, disable "Protected View" for internet files.

I'm wondering how can my server be trusted without disabling that setting