Greetings BTbro,
I understand you've noticed that GarageBand is requesting access to folders on your Mac without prompting GarageBand to be used, correct?
With the request to access the files as you're seeing, this is enforced by the system within macOS 10.15 to be sure you're aware of any apps that have access to files on your computer. You can allow access or not; however, GarageBand is developed and managed by Apple so as long as you remain up to date with the macOS version and updates, you shouldn't experience vulnerabilities by allowing access if you do want to use GarageBand. If you don't allow access to the files, you can change the preference at a later date so there's no concern in not allowing access if you don't use GarageBand currently. For more information on this, check out the following resource:
Controlling app access to files in macOS
If you're not up to date with the latest macOS version, be sure you have a recent backup of information prior to installing to be sure your information is secure. If you need assistance with either of these steps, check out the following resources:
Back up your Mac with Time Machine
Update macOS on Mac
If you have additional questions regarding this, Contact Apple Support so they can work directly with you.
Have a great day!