It's part of BYOND's built-in safety system to prevent people from doing things like flooding a player's HDD with junk files. There are three settings: Ultrasafe, Safe, Trusted.

Trusted mode allows the game to access files, run system commands, and perform other actions without asking for permission. This is usually not a good idea except for games that you have created yourself, and even then it is not advisable.

Safe mode is the default. File access is allowed within the same directory as the world's .dmb file, and any directories underneath that one. Most actions such as running a system command require your approval.

Ultrasafe mode means that nothing that could affect your system in any way will be allowed without your permission. For games that use savefiles, this is usually not desirable.

The security checks you see are there because the game is trying to do something which the world's current security mode doesn't allow. There isn't really a way to get around it, those security checks have to be there in order for BYOND games to remain safe to run. What would help is a way to grab the security setting so you can handle it gracefully. If you knew you couldn't write save files you wouldn't try to do so in the first place.