Anytime to connect to anything using either your Ethernet or your Wifi, the device you are connecting to will have your IP. This is just the way internet protocal goes (I'm not an expert by no means). Weither you connect to a website (like Smokin' Guns or
this one) or to the SG game servers.
Only admins on our site are allowed to see your IP address and only admins on the game server are allowed to see your IP address. This is mainly used for misbehavior punishment (cheats, teamkills, verbal abuse, spam, etc).