Looks like it's to catch the case where you've got music playing and inadvertently close the tab. There should probably be a check to make sure you've actually got something playing in your queue.

We do that when you have music playing and we also currently do it in the first 30 seconds of loading the page as an awful hack around some completely crappy ads that force redirects that have gotten into our ad networks. It's just in there until we can get the ad problem fixed.

I do something similar on my own site, but the difference is it only kicks in if playing has started. I think they have the right intention, but they need to add an if statement in their window.onbeforeunload hook. (Edit - I see Grooveshark said they only do it for the first 30 seconds of the site loading as a workaround.)

I haven't had any complaints about it and personally find it useful. Especially as it lets me quickly "close all right tabs" without stopping to think if I'm about to break what I'm listening to. However, these are podcasts and maybe people are less fussed about a random song stopping halfway through.