These are good points. I read somewhere years ago that when am American citizen was overseas and applied for an SSN, the state dept. randomly picked a state number, since there was no state domicile. Have you heard that? I have never found it again.
No, I have not heard any legit reasons for him to have a CT SSN.
You do raise a good point though- The SSN and forged draft registration also tend to support scenarios where Obama is ineligible by birth, rather than embarrassed by his birth certificate.