The message came in the form of an email from Microsoft acct team and reads:
New app(s) have access to your data
System Era connected to the Microsoft account email@example.com.
If you didn't grant this access, please remove the app(s) from your account.
Then it give an option to manage my apps. I did and turned that access off, but when I reopened the game, I had to approve that access.
Thanks for your response.
I know the game was purchased, so if the game required access to the data, then the upfront answer to the final part of the message is that YES, apparently we did grant this access. But it's not clear what that access entails. Is it so he can save his games and stuff like that? My wife was concerned it gave access to our credit card info and stuff like that.