Added note: this is not what is actually happening (see comment of Shog9), I leave this up since some of the general information could be of (limited) interest to some.
I decided to record some thoughts and pieces of information to complement and summarize already provided information by others, trying to focus specifically on the problem KConrad (and likely some others) encounter [I always say KConrad as while this might read slightly strange it seems better readable than to say "some user wit this or that additional property relative to the system"]. I am not sure if all I say is fully correct [added: turns out it is not], but after some thought this scenario seems reasonable and compatible with all reported and observed behavior. (I also wrote something like this on "tea" but thought I repost it here for visibility). My main reference is the following (official) blog post on OpenID on the network previosuly mentioned in my comment.
In order to use a site via Google OpenID (or also other OpenID providers) the site is given an OpenID string (by the provider) to identify the user. For Google (yet not some other providers) the OpenID string does not only depend on the gmail account but also on the domainname of the site for which it is to be used. In particular, KConrad's OpenID string for mathoverflow.net is different from the one for stackexchange.com, and since it appears all other sites in the network used by KConrad are [something].stackexchange.com for KConrad only MO has the property of upon login not giving his OpenID string for stackexchange.com (but rather mathoverflow.net). [Added: This is wrong, since the OpenID strings for different stackexchange.com are also different, and the subsequent speculations are thus also not correct.] (A more elaborated and abstract version of this is to be found in said blog-post.) After this explanation the blog-post says:
That’s a major bummer for site networks like us with multiple domains. We use the OpenID string as your user "fingerprint", so if your "fingerprint" changes, we can’t tell who you are any more. It’s a frustrating problem, but we think we’ve finally come up with a fix: we demand email from Google GMail OpenIDs!
So, SE has typically two identifying pieces of information for a user (using Google OpenID). One OpenID string, generated for some of their domainnames (likely the first ever used) and the associated email address (to get this they need to ask permission, which is the step discussed here). This email is then stored.
I assume KConrad's "fingerprint" (see the quote above) is his OpenID string
for stackexchange.com. This OpenID string is likely the same over all the others sites except MO he uses, as all seem to be [something].stackexchange.com (yet not stackoverflow.com for example), so the domainname is the same and Google gives out the same string. Likely, permission was granted SE once, and now long ago, to retrive the email address when he started using the network.
Thus, when he logs in to one of the stackexchange.com sites the system recognizes the OpenID string Google gives (the one for SE.com) as his "fingerprint" and thus has no need for the email address.
If however, he logs in to MO, then Google gives his OpenID string for MO.net, which is different. Thus, this is not his "fingerprint" and the system does not recognize him. And, thus, needs to ask for the second piece of indentifying information the email-address.
The reason that this was a non-issue on the old MO is that there was only one domainname at all, and thus the OpenID string was always suffcient.
The reason that this does not happen to everybody using Google OpenID for MO now, is that for some (in particular those not having had an account on the network before) their "fingerprint" is the OpenID for MO.net. Likely, they have the dual problem, being asked on each stackexchange.com site (as reported by Scott Morrison).
Possibly a solution: (This is only a rephrasing of my understanding of what Manishearth said already.) It seems to be possible to add more than one OpenID string to an account, i.e., to have more than one "fingerprint" recognized by the system. So, via adding the OpenID string for MO.net as additional fingerprint to the account, KConrad might be able to avoid having to grant permission each time.