Accessing data sources across domains must be disallowed (Restricted Sites zone).
The ability to access data zones across domains could cause the user to unknowingly access content hosted on an unauthorized server. This policy setting allows you to manage whether Internet Explorer can access data from another security zone using the Microsoft XML Parser (MSXML) or ActiveX Data Objects (ADO).
How this relates to the STIG checklist: STIG vs SCAP benchmark.