Digging into the iPhone applications, Uneasysilence has discovered that the "Stocks" and "Weather" applications communicate with an Apple server and that they send the IMEI number of the device. As this number is unique for every phone, Apple can easily trace every device.
Of course, this information has created quite an outcry and everyone is seeing Apple as a "Big Brother" without yet knowing the goal of this maneuver.
While waiting to know more, it is difficult to get an idea of the motivations which have lead to this initiative. But they could be valid. For instance, Apple could block web access to devices which have been stolen.
[translation by jwa]