Hello! I’m really glad you enjoyed the extension :)
The “being monitored” warning just tells the user that AAE has access to Aseprite, and that some variables are being tracked – specifically, which frame of the animation you’re at, all of the frames’ durations, and the sprite name and path.
All information is used locally and nothing is shared online. A list of which sprites map to which audios is kept (again, completely locally) for quality of life, so that opening a given sprite automatically opens the associated audio.