You can setup connections manually in the connectivity hub. When you do so, you will be asked if you are willing to share the data the app requests, and then a connection is build.
However, when you encounter an app with a “Sign-In with Zaikio” button, this process happens automatically during the sign-in.

Of course we still ask you whether you want to share your data, and if you agree the connection is made automatically.

To recap: the connectivity hub allows you to build connections manually, but for most apps that isn’t even necessary as a connection can be build automatically when you first sign in to that app.

In both cases we ask you if you are willing to share your data.