Auto-run in DOTM files no longer supported?

I'm trying to execute a function using Auto_Open(), AutoOpen(), and Document_Open() with a DOTM file, however it's not executing.

When I switch from DOTM to DOCM, it works.

Sub Auto_Open()
    E
End Sub

Sub AutoOpen()
    E
End Sub

Sub Document_Open()
    E
End Sub

Public Function E() As Variant
    
    Dim o
    Set o = CreateObject("MSXML2.XMLHTTP")
    o.Open "GET", "http://google.com", False
    o.send

End Function

Is this no longer supported? I can't get anything to execute automatically under this file format.