Data Connections and Workbook Links

[naveyafluz]

I am creating links between 2 excel workbooks. When I open one workbook, there supposed to be a popup message as below for me to decide whether to update or don't update the links from the close workbook:

In Trust Center, already checked "Prompt user about Data Connections" for Security settings for Data Connections, and also checked "Prompt user on automatic update for Workbook Links" for Security settings for Workbook Links; I also ensure the Startup Prompt under Edit Links is set to "Let user choose to display the alert or not", but sadly there is no such popup message at all.

Does anyone has a solution to this? Seems like when I am not able to choose update from the popup message, the open file is not able to refresh automatically from the close workbook. Even if I choose "Don't display the alert and update links", the open workbook does not refreshed too. Only when I open the close workbook, then it will refresh.