Why does this game want to "receive keystrokes from any application"?
Macs automatically asks that for a lot of games/program. I've never noticed differences from accepting or denying it.
Some games ask for this macOS permission in order to provide a better full-screen experience by doing things such as preventing the top bar and dock from peeking or disabling certain shortcuts. Of course, it allows the game to function as a keylogger as well, which would be bad.