SEPM Reports Page not Working

We've never been able to use the Reports page in SEPM and I'm trying to get that working.

Possible related factors:

• We have a stand-alone network with absolutely no connection to the internet.
• When we first login to SEPM we always get two identical error messages saying:
  "Content within this application coming from the website listed below is being blocked by Internet Explorer Enhanced Security Configuration."
  ...then it names the SEPM server as https://<sepmserver>
• The above settings are controlled by GPO.
• We are using the most current version of SEPM.

Is it necessary to have this connection to IE in order to view/use the Reports page?

Thank you!