No "Add..." button in dialog box that says, "Content from the website listed below is being blocked by the Internet Explorer Enhanced Security Configuration."

I am using Windows Server 2012 R2 Standard Evaluation Server Core (with the GUI shell), and there is no "Add..." button in the dialog box in Internet Explorer that says, "Content from the website listed below is being blocked by the Internet Explorer Enhanced Security Configuration." When I run my Windows Server 2012 Datacenter Evaluation in a Hyper-V VM, there is an "Add..." button in the dialog box in Internet Explorer. Does this discrepancy have to do with my domain settings? Thank you.