Are you using a proxy? If yes, please try to add exclusions to the proxy for following addresses:

  • store.office.com
  • office.microsoft.com

Or you can actually disable the option of "Allow Office to connect to the Internet" in FILE>Options>Trust Centre>Trust Center Settings...>Privacy Options.

Please note this will stop Office from connecting to the Internet

TechNet Community Support

https://social.technet.microsoft.com/Forums/sharepoint/en-US/17d3807c-79d0-4483-ab70-e77b00380038/connecting-to-proxy-server-storeofficecom?forum=officeitpro