Thank you for your reply. But that is already the case. That's what makes it strange. Logically it should work, but users still have to click on a course to complete the enrollment.
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Program enrollment -> Course enrollment
That's the enrolment plug-in, so if they are in a Program and access the course - they're enrolled.
What Daniel was suggesting was to add a new enrolment instance of Audience-sync, and then add your audiences that are in the program that way - this means they'll be enrolled before accessing the course.
If you're not using audiences to enrol into the Program, then create a new audience where the Rules include "Program assignment" and select your Program/s.