For security reasons this should not be working on iOS. Imagine, your App could read all the files in the user-folder or write to them. Or there is an issue in your program and you false write more than one image into that folder.
Your app would do harm to the users images. Or could share private information via internet etc. without the user's knowing. I think, that is the reason for the promt. You could send images to a Server, not to spy, but to share the images with your app. Or save more than one image on One image file. Maybe you could do a ZIP with images in memory somehow (with app-folder) and export it ...
