@jjjjj Hi, welcome!
I'm a Mac user running Catalina (10.15.4) and Pd vanilla 0.50-2. In general, I have noticed that the default security settings on recent Mac OSes are ultra-sensitive, and it doesn't take much for any non-Apple application to trigger lots of prompts requesting access permissions (sometimes rather random, such as the one you encountered).
I find this rather annoying personally, but it hasn't led to any problems. It seems very unlikely that Pd itself could harm your system (or your calendar...) in any way. You might want to use a bit more caution in installing externals, as it's theoretically possible that someone could write malicious code & compile it as a Pd external, but I have yet to encounter this or hear of it happening anywhere before.
By the way, you likely will want to grant certain access to Pd, such as microphone, network, documents/library folders, and possibly camera if you're using Gem.