Obama never lived in the state of Connecticut, so there is no legitimate reason why the Social Security Administration would issue him a CT SSN. The allegation is that there is some kind of fraud going on, and the question is why wouldn't Obama get a SSN using his HI birth certificate.
Again, BC is irrelevant to the issuing of an SSN. So where his BC is from doesn't matter. But even residence does NOT mean that the 1st three digits have to match the state of residence. They usually do, but they don't have to. There's no reason why you couldn't be issued an SSN with the first 3 of another state. It's unusual, but it happens.
The Area Number is assigned by the geographical region. Prior to 1972, cards were issued in local Social Security offices around the country and the Area Number represented the State in which the card was issued. This did not necessarily have to be the State where the applicant lived, since a person could apply for their card in any Social Security office. Since 1972, when SSA began assigning SSNs and issuing cards centrally from Baltimore, the area number assigned has been based on the ZIP code in the mailing address provided on the application for the original Social Security card. The applicant's mailing address does not have to be the same as their place of residence. Thus, the Area Number does not necessarily represent the State of residence of the applicant, either prior to 1972 or since.
Source:
Social Security Administration
And it could just have been an error: Hawaii zip codes start with a 9, Connecticut zips start with a 0. Completely plausible that someone hit the wrong button or misread and he was assigned a CT number. That's more believable than intentionally falsifying a SSN for a stete never resided in.