It would be good if Apple made this more clear. As I understand it, occasionally an Application might request/need to see access to protected folders. Rather than letting applications have access to essentially all folders (as was the case in older OSes, now the Application(s) need to be granted access.
That part is fairly reasonable. The vague part is...exactly
which folders? No obvious way to know. I think we can assume folders that typically a user may not have unfettered read/write access to, but it would be great to know.
On top of that, Apple keeps changing (tightening) security-based access limitations. While that's good with regard to hardening the OS against hacks or attacks, it also means a moving target for users to know/understand limitations. MacOS 11, for example,
introduces the SSV.
Up to at least 10.15, if an app needs specific access to any directory it does not have by default/automatically, it should prompt you to add that app to this list...assuming you trust the app and approve of what it is doing. Overview
here.