Unlike "Basic Download Protection", the "Advanced Download Protection" install a plugin in the IE (and firefox) called "Symantec Vulnerability Protection", which is part of the "Browser Intrusion Prevention" of SEP client. Hence installing "Advanced Download Protection" will require the client to download Client Intrusion Detection System (CIDS) signatures.
If you do not need "Browser Intrusion Prevention" on your computers, you can uninstall it by modifying the SEP client and removing the "Advanced Download Protection" feature. This will help you avoid the issue that you mentioned in your post.
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