I tried to go to this group policy documented around 

User Configuration > Administrative Templates > Windows Components > Internet Explorer Double click on the item named “Pop-Up Allow List”

Add the site to here, however due to the way the group policy works , the User never sees this list being populated and for some reason, it was not applying

Solution

Add Site to Trusted Sites in Group Policy By going to 

 User Settings -> Administrative Templates -> Windows Components -> Internet Explorer -> Internet Control Panel -> Security Page. Double click on the Site to Zone Assignment

Add the URL and Zone as 2

 User Settings -> Administrative Templates -> Windows Components -> Internet Explorer -> Internet Control Panel -> Security Page -> Trusted Site Zone Double Click on Use Pop-Up Blocker

Change to disabled