It certainly looks like I shouldn't be receiving the prompt based on this sentence from the change notes.
Specifically, the app must use FileManager to get the app group container path and meet one of the following requirements: the app is deployed through Mac App Store; the app group identifier is prefixed with the app’s Team ID; or the app group identifier is authorised by a provisioning profile embedded within the app
The second criteria doesn't look like it is being honored.
Another project impacted by this is NetNewsWire. Although it isn't a Mac Catalyst app, it uses an App Group suffixed with group. (I didn't realize macOS differed from iOS when I contributed the code to NNW.) Based on the change notes, it shouldn't be impacted either, but it does receive the prompt.