Some programs store stuff in restricted areas that could damage other things, so they need special permission.
Imagine a program that needed to control the Internet line going into the computer. Like Wireshark that can read traffic. Since your bank passwords and such go out over the Internet, you want those secure. Wireshark needs permission from the OS before it’s allowed to play with the big toys.
Meanwhile, most software should only need to play is the safe sandbox where even if they go crazy, they’re not going to damage too much.
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