Why the **** am I having to confirm payment information to download a FREE app

The payment method is being verified since you are downloading an app.You aren't being charged for the app.

See the Apple Support article(s) below.

Apple ID payment information - If your payment method is declined, or you have a billing issue with a previous purchase in the iTunes Store.    

Possible fixes.   Fix ‘Your Payment Method Was Declined’ Error In App Store

                              Payment method declined in iTunes or the App Store ...

Log into your account in the App Store/iTunes and you should be able to change/verify it there. Or you can click the blue Edit payment methods in the article below. When signed in and the page loads, you will be on the credit card page. After updating that, click the Go Back button at the lower left and you will be on the address page.

Apple ID payment information - change.