Bookmarks are an improvement on aliases used (among other things) by applications to keep track of files that may move at any time, like media files. In 10.7+, as Apple began to transition to sandboxing, it augmented bookmarks with "security scoped bookmarks" and incoporate them into the entitlements framework.
The ScopedBookmarkAgent handles applications requests for scoped bookmarks on your behalf; specifically, applications must use the ScopedBookmarkAgent to receive permission to read/write files outside their sandbox. Obviously, the ultimate authority to grant that permission is you, the user, and so the agent is asking you for that permission on behalf of the application.
For those so interested, more info is here: https://developer.apple.com/library/mac/#documentation/Security/Conceptual/AppSa ndboxDesignGuide/AppSandboxInDepth/AppSandboxInDepth.html#//apple_ref/doc/uid/TP 40011183-CH3-SW16