Social psychology explains the mechanisms of social behaviour of people. Social curiosity is the social behaviour. I find nothing so special in being interested what your friend's friends are doing. It is just a step between being very interested in what people we stay in constant touch are doing and what the people we meet only occasionally are doing. Both are the part of the same mechanism of collecting information about people, which allows to interact more effectively (building stronger social bounds).
In more abstract way, the systems theory explain how such social behaviours are rational for an agent. The social agents are more effective because of cooperation. Not all types of agents are able to cooperate, but building a system with factors similar to human (natural tendence to cooperate, building cooperation bonds via conversation and common free-time actions) you would find effective for such systems to collect as many information about other agents as possible, concentrating more on the agents you are more probable to interact.