They are doing their own research, by collecting pay info for positions in workplace. Normally this is the dirty work done by tech. people like in any other field, it does not help you in any particular way.
To me, if I have time, I can give the last 4 digists of the social, as that is nice feedback while having my privacy well kept. I woulnd't disclose the pay stubs in any case like this, because that will not bring any gain to myself, but exposing too much personal info.