Google wants to protect the phone (device) using Android OS, they always warning all actions, all applications want to use permissions of OS.
They has Google Play Protects app to do these tasks.
Because one mobile spy app tries to use permissions to access SMS messages... so Google Play Protects will show the message like this:
This app is harmful to your device ...
And give you more options to uninstall the app, accept the app ...
Please allow the app to install on your device by turning off the Google Play Protects, and remember that select option Remember during installation.
Here is article to explain in details about how to turn off the Google Play Protects: