Window Closing Issue: Website declined to show this webpage

When an end user clicks our Exit/Close button - simple action, at the end of a module the window it is open in does not close. Our trainings open in a separate window with the Success Factors LMS window remaining open too. The module goes away but the window remains open with the message: The website declined to show this webpage. (I have added photo). We use IE8 (I can not upgrade). It has not always done this, I am not sure if updates to our firewall or the old IE version is causing the issue, but it is creating confusion for my learners. any suggestions, work arounds? Lectora 11.3