SpamSieve tries to read your macOS address book in order to prevent marking messages as spam if they were sent by one of your known contacts. This is controlled by the Use macOS Contacts preference.
It also reads which e-mail addresses are yours, in order to detect spam messages that may have been forged to come from your own address. This is controlled by the Catch spam sent from my own addresses preference.
Normally, macOS will remember when you’ve given SpamSieve permission to access the contacts. If it keeps prompting you each time SpamSieve is launched, this is probably because you have modified your copy of the SpamSieve application, breaking its code signature. It is no longer necessary to modify SpamSieve to hide its Dock icon; please see the Show Dock icon section.