Is there a valid reason why Canon's webcam plugin asks to scan my external drives?

Two days ago, I installed [Canon's software](https://downloads.canon.com/webcam/EOSWebcamUtility-MAC1.3.16.pkg.zip) to use my DSLR as a webcam, using the link I found on [this page](https://www.canon-europe.com/cameras/eos-webcam-utility/) . The installer required me to override MacOS' security settings. I did so, thinking that it is required for the extension to access my Canon camera. Now, I inserted a USB drive to my computer and got this request (in French) to allow EOSWebcamUtility to access the external volume. Did I install a malware? Is there a valid reason why I had to manually bypass the security settings during installation? Is there a legitimate reason why this app asks to scan my drives?