No, you don’t need to be worried. For example, Flatseal is a program to manage other flatpaks. This means that, by design, it needs to be able to grant flatpaks certain permissions that may expose them to system services they need to operate correctly.
One user mentioned that these new warnings aren’t particularly helpful, because they don’t give a good explanation of what or why, and they just foster anxiety in users who just want to install an otherwise reputable flatpak.
I don’t know anything about xournal++, but I would imagine it’s also reputably safe, and somebody else can verify for sure.