No option to allow accessories to connect in Privacy and Security.
2019 16-inch Macbook Pro. This question has not been answered at all yet and even Reddit hasn't figured it out yet.
MacBook Pro 16″, macOS 13.1
Question marked as
The option is available on Macs with Apple Silicon. This is clearly stated in the guidance that Apple provides for connecting accessories.
• If your Mac asks you to allow an accessory to connect - Apple Support
• Use the ports on your Mac - Apple Support Mac User Guide
Apple's guidance includes this paragraph, which would apply to your 2019 MBP 16-inch:
❝ If you choose Don't Allow, your Mac won't recognize the accessory or give it access to the data on your Mac. But the accessory can still charge itself or charge your Mac. The next time that you use the accessory, you'll be asked to allow it to connect again. If you don't get an alert when you connect an accessory, make sure that you're running the latest version of macOS or check your settings. ❞
Are you perhaps conflating "allow accessories to connect" with "disallow booting from external media"?
The former is related to Apple Silicon Macs and external drives, SD cards and other devices like iPhones and iPads and is controlled on the Apple Silicon Mac with the feature that you posted your question about.
The latter is a security limitation that prevents a T2 Mac such as your MBP from booting from external media without permission. Apple's guidance for that is here:
About Startup Security Utility on a Mac with the Apple T2 Security Chip - Apple Support