I just got asked this question as well. I *think* it is because in the Miscellaneous Tax Forms section, I chose to "Visit All", and one of the sections is the Application for Employer Identification Number (EIN). So I think it will just ask that question automatically if you choose "Visit All". I essentially skipped it by choosing the online option, and ignoring whatever it said to do for that.
I have not to my knowledge "checked a box indicating you needed or wanted to apply for an EIN number"...
