Why are some files given permissions?

Question

Windows

I insert a flash drive / external drive. I edit files on it and when saving everything is red, everywhere you need to have admin rights. This one is boring to say the least. Despite the fact that the files are still saved, by my perseverance. Well, or I create a new file and then there are no questions at all.
I went to the "Security" folder tab, there I don't know who even came up with it. A bunch of groups, users. Who needs it? What kind of frank nonsense is this?)
In general, I have two questions
1. how to deal with this so that this notification does not torment?
2. Does it make sense to switch to exFAT?
PS noticed the protection icon in the folder drop-down list on "delete" and "rename". New files do not have this icon.

Answer 1

Why are some files given permissions?

Not on some, but on all.
This is an essential attribute of the file.

How to deal with this so that this notification does not torment?

Assign the rights you need.

Does it make sense to switch to exFAT?

Who knows what you need and what is the meaning for you.

Who needs it? What kind of blatant nonsense is this?)

This is the basis of system security. This is for users and administrators.