You might be Facebook friends with someone linked to terrorism, or you might have Liked posts from terrorism-linked groups. Or maybe there's a specific person who the government suspects has recently joined on with some terrorist cell, and if you're their Facebook friend, that is likely fairly interesting to some investigators.
I don't expect that this sort of question catches a lot of serious terrorists, but if they don't ask, you come blow something up, and you did have such immediately discoverable information on social media, it'd be really bad press for the folks who are supposed to stop that sort of thing.
I don't think it's a particularly controversial statement that lots of extra information about who you know and what your interests are would be at least a mildly useful signal for determining if you're a threat, but I doubt it's worth the intrusion and the risk of more nefarious uses.