Could it be some malware? I remember some phishing attempt recently with an apple iCloud prompt. Have to search to find the story. Couldn't find at first try. Will update here once found.
I initially thought the same thing (although never had any malware I knew of on any of my Macs ever) so I tried entering false passwords which came back as failed log-ins. It was only after entering the correct one later did it verify and the application finally launched so unless they had a way to authenticate actual Apple ID accounts as well, highly unlikely to be malware.
Well, if you want to go down that route, there's no reason they couldn't just submit the login form at https://appleid.apple.com/ to test your credentials.