When trying to access a UNC path in the address bar, you get the following error:
Access to the resource <<UNC path>> has been disallowed
This is because a GPO setting “Remove Run menu from the Start Menu” is applied:
User Configuration -> Administrative Templates -> Start Menu and Taskbar -> Remove Run menu from Start Menu
Disabling the Run menu in the Start Menu also prevents users from accessing resources in UNC paths in the address bar.