Only time it saves anything is if you enable Historical Analytics. http://www.wolframalpha.com/fbfaqs.html

"When do you access my Facebook profile?

We only access your Facebook profile when you use Wolfram|Alpha Personal Analytics for Facebook, unless you have enabled Historical Analytics, in which case we will access your profile periodically. Your data is securely stored on our servers and is protected by industry-standard encryption. Your profile is only accessible to you, through Wolfram|Alpha Personal Analytics for Facebook."

I feel like this is a question I ask myself with every FB app I "connect" with. You never really know what they're actually doing with your data unless you read all their policies and that's just what they _say_ they're going to do.