Windows Security Warning when copy from MyCloud Ex2 Ultra

I have new My Cloud EX2 Ultra. I’m setting up and testing.
When I copy a file from My Cloud EX2 Ultra to my Windows PC in Windows Explorer,
I get a Windows Security Warning:
These files might be harmful to your computer
These files are jpeg files I just copied myself to the My Cloud.
Should I be concerned?

After more research I found a solution here in a previous post for older Windows and older MyCloud. But it worked on my Win 11.
Internet Options>Security>Local Internet>Sites>Advanced
Add This website to the zone
“\\192.999.9.999” (for my My Cloud ip address)