what applet did you use on IFTTT, or did you make your own?

I set an email trigger, and set the action to be to save to Dropbox. However, I've since switched to Microsoft Flow for saving Gmail directly to Dropbox. My specific goal was to save Gmail attachments to Dropbox, and Flow worked best for that after IFTTT dropped support for reading emails from Gmail.

It's because Microsoft has yet again changed something concerning this feature. Most likely, this registry key path has completely changed, or has been outright omitted. I have a Premier Support ticket open with MS currently to have them provide us the CORRECT registry setting for Office2016/2019 current monthly channel to bring the Run a Script in Rules Actions back. It is completely unacceptable for MS to continue to alter/omit features like this without clear & priority notification to clients. I understand the security risks behind using such a feature, but in certain scenarios, this still is used.

By playing around I found the correct key:
Computer\HKEY_USERS\{whichevertheuserkeyis}\Software\Microsoft\Office\16.0\Outlook\Security

So do not use HKEY_Current_User, instead use HKEY_USERS

For 2013 I used HKEY_CURRENT_USER\Software\Microsoft\Office\15.0\Outlook\Security and DWORD EnableUnsafeClientMailRules with value 1.
Each version of office has its own folder in "HKEY_CURRENT_USER\Software\Microsoft\Office\"

You also need to allow the macro to run in outlook 2013:

File -> Options -> Trust Centre -> Trust centre settings
-> Macro settings -> "Notifications for all macros"

This will ask you to allow the macro the first time the rule runs, but be careful not to allow any other unknown macros during day to day use. You could also use a digitally signed macro, and only allow digitally signed ones to run.

Then create your script, create a rule that runs it, and you should be set.

Did not work for me.  I have Outlook 2013, but maybe now that Office 365 has overstepped this setting somehow.  I have the trust settings enabled to notify for all Macros.