ActiveX controls without prompt property must be used in approved domains only (Internet zone).
This policy setting controls whether or not the user is prompted to allow ActiveX controls to run on websites other than the website that installed the ActiveX control. If the user were to disable the setting for the zone, malicious ActiveX controls could be executed without the user's knowledge. Disabling this setting would allow the possibility for malicious ActiveX controls to be executed from non-approved domains within this zone without the user's knowledge. Enabling this setting enforces the default value and prohibits the user from changing the value. Websites should be moved into another zone if permissions need to be changed.
How this relates to the STIG checklist: STIG vs SCAP benchmark.