Nothing is wrong with the Security Center.

Normal.dotm is not a document template. It is a global template that is required for Word to work correctly. If Word cannot find Normal.dotm at startup it will create a new one. It is a special case and different rules apply than to other templates.

For code in a document template to run the folder in which it is located must be a trusted location, which you can set in the Trusted Locations tab of the Trust Center.

FYI - this forum is not affiliated with Microsoft. There are no Microsoft people here.