They are wanting to find out your credit record.
For one thing, this can tell them if you are capable of buying a unit... And just how bad they can stick it to you. Those with worse credit get worse terms... Much worse than they can really get. Dealers are aware that poor credit risks are just happy to get financed. And that great credit risks likely know that they are able to drive a very hard bargain because of it.
The dealer is an adversary. They know it, and realize that to beat the adversary, the first step is find out as much as they can about rhem.
Know your opponent.
When I bought my TV new back in 2010, the dealer started asking and writing down all of my info.. I asked if he was doing a credit app... "It's just a standard form"
I said don't bother with it, as I will be writing you a check, when the truck arrives.
Negotiations sped up dramatically. He knew that I had the ultimate power. CASH. Money talks, and can easily walk.... Right to the next dealer.
