Why do I get "A program tried to load new system extension(s) signed by 'Benjamin Fleischer'"?
This seems to be a known issue with FUSE for OS X (and I guess sshfs uses that). Take a look here: https://github.com/osxfuse/osxfuse/issues/437

It is not a security issue per se, but just the system informing you that an app tried to load a system extension and that this extension was blocked (due to your system's settings). The question rather should be: Do you trust the people who wrote sshfs and FUSE enough (Benjamin Fleischer) to let their extension run on your system? If the answer is yes, then you can open open System Preferences -> Security &amp; Privacy -> General and allow Benjamin Fleischer