However, if you deny access, you will only be able to pick color from within Lightroom Classic. Once you allow access, you will able to pick color from that application and the dialog will not appear again.
This is a one-time dialog asking you to grant access to the application. Workaround – turn the camera on before invoking the Start Tethered Capture command. Go to System Preferences > Security & Privacy > Privacy tab > Files and Folders and make sure that Lightroom has permission to access the desktop and other folders, like this:
There are known issues in the latest Lightroom Classic releases when running on Catalina: FIXED – There was a Volume Disconnected error on Catalina when using earlier versions, but updating to the latest version (3.0) fixes this issue.When you select File > Migrate From… > Apple Photos Library migration fails with “Migration was not successful” dialog. Apple Photos migration to Lightroom Desktop fails.