Thank you./mnt/secure/asec (the actual path, not the bookmark) is a system folder or virtual path which IIRC is not directly related to the SD card, I see it (empty) on 3 devices, some rooted and some not rooted some Android 10 and some 11, without SD cards attached. Perhaps that bookmark was accidentally created while you were navigating to an SD card at some previous time. (which would be along the same part of the directory tree)
That permissions box can be persistent. During one of my tests I had to acknowledge it for each folder . If you've not already done so try browsing to the root of the intended drive and grand permission there.
Is it safe to use this "external drive" for backups?