This is the macOS USB and Thunderbolt security setting, not a problem with the adapter, and it is not a security risk. There are four levels:

• Ask Every Time: prompts every time a new accessory connects (highest security).
• Ask for New Accessories: prompts once, then trusts the accessory (balanced).
• Allow Immediately upon Unlocking: allows accessories right after you unlock the Mac.
• Allow Unconditionally: allows accessories with no prompt (lowest security, for advanced users).

This setting is available on M1 and M2 series MacBooks running macOS Ventura 13 or later. Earlier macOS versions and Intel MacBooks do not have it.