"Allow Office to connect to the Internet" Greyed Out

Hi,

I am using Microsoft Office 2013 Professional Plus. I am facing an issue with allowing MS Office to connect to the internet. When I goto File > Options > Trust Center > Trust Center Settings > Privacy Options the "Allow Office to connect to the Internet" option is greyed out. This is true for all the MS Office Applications!

Any idea on how to solve this??

Regards,

Taha