Some sheets can be Updated but larger sheets Can't

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Dear Excel Expert.

When you open a workbook, if there are links it asks whether or not you want to update them. For most files this update works but for the larger files I get the attached error message. (See attachement)

To rectify this error:

I go to Edit Links and update each one seperately in that window and the updates work.

Any explanations would be much appreciated because I want to automate this process with VBA.

Thank you