Not really. There is a specific rule to query the user about that .dll because it can enable scripting access to the local system and that is dangerous. It's usually triggered when users open attachments in email. If you have some other form of protection in place that blocks malicious attachments and you always trust your users to make the right decision, you could change the rule to allow it. We did because of other protections we have in place (attachment blocking, etc..) and because we needed to allow it from some custom plugins.
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