Everytime you add a new asset to trade, most likely found through a link to bscscan, you have to approve it first.
Usually a very small amount (~.0005 BNB) the first time you trade for a coin, since it tends to use 'infinite' approval by default.
This is so you don't have to pay the approval fee each time you buy or sell the coin.
The issue is, this gives malicious contracts (likely after rug-pulling their coin) the chance to drain a wallet since it's approved to use any amount.
This feature has been on many DeFi platforms so it can be done. It would be super useful to everyone, especially with how rampant the garbage coins are right now.