In order for many app features to function on your device, they need access to parts of the OS that are directly related to your personal data and system info. Android's OS is built to accommodate this. When users deny these permissions, many apps simply will not work as intended. The AT&T Mobile Security app is no exception. AT&T Mobile Security requests the File System Access permission, as File System Access is used by AT&T Mobile Security to scan for malicious files.
Note: Many apps request to have access (permissions), but it doesn't mean that those apps are using the permissions for malicious purposes.