I have come across this issue, and also tested it. It appears the receiver of the CDF will see the "Enable Dynamics" warning only if it is opened under Mathematica (which requires a license).

If, on the other hand, the receiver opens it under the Free CDF Player (which do not require a license) there will be no warning. But the supposedly dangerous functionality will not be available for user interaction.

Whats dangerous? Functions like ToExpression, SetOptions etc.

I would be great to be able to disable the "Enable Dynamics" warning but only for the Enterprise CDF files that I create for my team. These CDF files include a (* NotebookSignature (...) *) at the end that I think is suppose to avoid this, but not for my CDFs that read and write files.

Hola Ernesto, evaluate this (I tested on Windows 10 with Mathematica 10.4.1, but it should also work on Mac):

If[$OperatingSystem==="Windows",Quiet@Run["taskkill /im WolframCDFPlayer.exe /f"]];Function[cdfName,
CDFDeploy[cdfName,#,
                           Method -> "Standalone",WindowSize->{600,300}, "Target"->"CDFPlayer"
          ]&@DocumentNotebook[#,Saveable->False,Magnification->1.5]&@
DynamicModule[{tbd}
,

Column[{
Button["Set option to TrustByDefault -> True ",

SetOptions[$FrontEnd,"NotebookSecurityOptions"->{"TrustByDefault"->True,"UntrustedPath"->{}}];
tbd=True;,
Method -> "Queued"
],
Button["Set option to TrustByDefault -> False ",
SetOptions[$FrontEnd,"NotebookSecurityOptions"->{"TrustByDefault"->False}];
tbd=False;,
Method -> "Queued"
],TextCell@
Grid[{
{Style["Do not ask for Enable Dynamics: ","Text",ShowStringCharacters->False],Dynamic[tbd(*,UpdateInterval\[Rule]1*)],SpanFromLeft}}, Alignment->Left]
}],Initialization:>(tbd="TrustByDefault"/.(NotebookSecurityOptions/.Options[$FrontEnd,NotebookSecurityOptions]))];
If[$OperatingSystem==="Windows",
With[{cdfExe = 
FileNames["WolframCDFPlayer.exe",FileNameJoin[{$TopDirectory//ParentDirectory//ParentDirectory, "Wolfram CDF Player"}],2]/.{cdf_String,___}:>cdf
},
ReadList["! start \"\" \"" <>cdfExe<>"\""<>" " <> cdfName,"String"]
],
SystemOpen@cdfName
]
]@"SetPlayerSecurityToTrustByDefault.cdf";

Then click "Enable Dynamics" in the CDF

Now click the first button

This will open

where you should click "Yes".

and this it. You will never be asked about "Enable Dynamics" again when opening CDFs.

Rolf