Hi,
Thanks for the reply. No, it doesn't seem to have affected my site, but it's very disconcerting to have almost every file in your WP installation changed to something other than the original settings.
I have two sites with WordFence installed, and only one of them has had the permissions changed. Not sure what to do...change them back or leave them?
Still would like to hear from WordFence as to whether or not the plugin can change file permissions.