From the user interface perspective, Atlassian cloud products (such as Jira, Confluence, or Bitbucket) seem to be tightly integrated. In fact, these are separate products sharing a single user base (your Atlassian Account).
Under the hood, you have a separate grant for each product in the cloud family. This allows the built-in Jira plugin (accessible via /j shortcut) to give you access to Jira issues without any additional steps.
Unfortunately, Smart issue as an Atlassian Marketplace Plugin can not use these existing grants. This is true for all cross-product plugins on the marketplace.
This is why each Smart issue user has to authorize the plugin and allow it to access her Jira issues.
Luckily, this is a self-service operation that each user has to perform only once.