The first time you sell a piece (whether you're an artist or a collector), you'll need to grant the auction contract permissions to move your Async Art tokens:
Why is this? When you set an auction reserve price or buy now, the token is still in your possession. It only leaves your wallet once a bid comes in that meets the reserve or another collector has opted to buy it. When that happens, the auction contract will pull the token from your wallet into escrow and hold it then until the auction is completed.
Granting auction contract permission is a one-time transaction that you won't have to do again! All the code for the auction contract is completely open-source and verified at: https://etherscan.io/address/0x438626ba0a4776cf5d27581bdfb03b9633dc0a92#code.
See also: How do auctions work?