I tried logging in again to see the message again, but no dice-- apparently it was just a one-time process after the first login. I can't remember whether I was given an option to opt out of that system check (I usually say no on that stuff, just because I don't want Blizzard finding out that I'm dumb enough to run the wrong drivers on my sound card or something), but I'm sure it's legal. I'm just not sure that sneaking that in for a split second was the right way to do it.
Nethaera says it's not personal-- they were just grabbing some random system spec info (and I'll speculate that it was to determine a good way to fix all of the graphical errors lately). It's not wrong for companies to have that data necessarily-- Valve does the same thing with Steam, and they've gotten some great info about what gaming PCs are like. It would be nice if Blizz shared info like that, but for now they're just using it to work on their product.
Some gamers aren't real thrilled about the implementation either-- if it's so non-personal, why did they throw up a warning we could just barely see? I just hope that if Blizzard is second-guessing their system reqs, they keep the rest of the process as open as possible.