Allow use of external and removable storage
Some apps and websites can access your external and removable storage devices to provide you with services and features. For example, an app might create a backup file on an external storage device.
To authorize an app or a website to use your external and removable storage devices, click OK in the dialog. If you don’t want to authorize the use of your external and removable storage devices, click Don’t Allow.
If you allow third-party apps or websites to use your external and removable storage devices, any information they collect is governed by their terms and privacy policies. It’s recommended that you learn about the privacy practices of those parties.
You can review and change which apps and websites can use your external and removable stores devices in Storage settings.
Choose Apple menu > System Settings, click General in the sidebar, then click Storage on the right. (You may need to scroll down.)