Jump Desktop Connect is an app that lets you control your Mac from anywhere. It uses macOS's accessibility features to control your Mac's keyboard and mouse. Starting with macOS Mojave (10.14) apps need permission to access accessibility features.
Q: Why do I have to give permission even though I'm not using Mojave?
Jump Desktop Connect asks for permission to make sure that you don't lose access to your Mac when you upgrade to Mojave or later. Without granting permission now, you'll lose the ability to remote control your computer after upgrading to Mojave. If you do grant permission, which is recommended, it will make your upgrade go smoothly with respect to Jump Desktop Connect.
Q: I don't want to remotely access the Mac that I'm being prompted on. What should I do?
Uninstall the Jump Desktop Connect app: Open up the Jump Desktop Connect app and then click the settings icon and then click Uninstall -> Uninstall Jump Desktop Connect.
Important note: Jump Desktop Connect is different from the Jump Desktop app. It has a different icon and different functionality: Jump Desktop Connect allows remote access TO the Mac it is installed on where as Jump Desktop lets you connect FROM a Mac to other machines.