I don't know, it seems like a lot of applications are requesting to post to my wall. It freaks me out as well. I wonder how many people decline the Facebook Connect login when they see applications requesting that permission.
Generally, I ask for access to the user's data at any time (even when they're not logged in) for flexibility. There are some situations where you need access and the user is either not presently using the website or Facebook isn't properly detecting them. I'm normally not worried when a legitimate company like Groupon asks for permissions like these.
Facebook Connect doesn't ask for all that information by default; it was Groupon's choice.