I believe there is a third party service that provides this type of verification. I don't know much about it by I've seen it many times (comes with applying for mortgages and other types of loans). I have gotten questions like "which of these streets have you lived on?" and "which of these banks issued you a credit card?" as well as "Which of these people do you know?" So I don't think it's necessarily Credit Karma's fault for asking you weird questions.