Hi,
Have you checked if permissions are properly checked in these options? Open Phone Link on your PC, then go to Settings > Features and enable Photos. Once that is set, press Windows + I to open Windows Settings > Bluetooth & devices > Mobile devices > Manage devices. Make sure your device is enabled and all the options are enabled under it, EXCEPT for Use as a connected camera.
If that doesn't resolve the issue, I would like you to provide more details. When you say transferring photos from PC to phone, is it via the File Explorer or are you transferring photos with another method? Also, would you be able to provide a screenshot of that message asking for your permission?