Why am I being asked to connect to a Dapp?

MetaMask has recently enabled Privacy mode by default.  In order for sites to see your wallet address, they are now required to ask you for access.

You will only be required to do this once per dapp.  Some legacy sites may not request access properly yet.  If you go to a dapp and it does not see your wallet, it will require you to add it to the Connections under settings.