Demobuttons sample not working in Edge and Internet Explorer

This error is seen by the fact that nothing happens when you click on the "Start Demo" button after loading the demobuttons.html sample into Edge or IE.

If you press F12 in Edge you will see the following error message:
 
     WebSocket Error: SECURITY_ERR, Cross zone connection not allowed
 

If you try pressing F12 in IE you will see no messages at all in the console.

This error is fixed by clicking the "Unblock" check-box on the "Properties" of the file using File Explorer as shown below.