'Why does Google Chrome ask me to allow or deny incoming network connection in my Mac? Is that kind of malware?

Whenever I'm browing through some website, Google chrome ( Macbook ) is suddenly showing a popup for confirming whether I trust the incoming connection. Is there any way to know what is causing this popup to be shown? I wanted to remove if there is any malware or some kind of unwanted softwares. Please let me know your valuable feedback.



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