For apps installed through the play store, developers have the option to add these “layers of security” with Play Integrity. The one the screenshot shows keeps you from opening and using an app if specific apps are detected to be running in the background (like a bank app blocking you from using it if a screen recorder app is running on the background). Another feature is apps blocking them from running if they weren’t installed from the play store (like side loading a bank app and it prevents it from running because it might be malicious).

For apps distributed outside of the Play Store (and for people side loading them) and those running rooted/bootloader unlocked devices nothing changes, as Play Integrity is no longer in effect in those cases