Two sign conventions: (1) the more common one states that a positive
electron affinity value represents energy release when an electron is
added to an atom; (2) the other states that a negative electron
affinity represents a release of energy.
Recommended values for these electron affinities, in the units
commonly employed in introductory texts and with the sign convention
used here, are 2.37, 5.03, and 13.95 kJ/mol for Ca, Sr, and Ba,
respectively. The endothermic electron affinities often quoted for Be
and Mg are also too large and should be reported simply as ">0". An
argument for a return to the original sign convention for the electron
affinity is presented in this paper.
OP: I know that the electron will be settled in the 3d orbital
Actually, as explained in the above article, the electron occupies 4p.
OP: but still, why would energy be released?
Very little energy is released and the lifetime of Ca- is on the microsecond scale in practical experiments. The reference Contributions to the electron affinity of calcium and scandium may be the best source for theoretical models that do and don't predict a slight energy release. According to Atomic negative ions: structure, dynamics and collisions, core electrons need to be considered in addition to the valence electrons in calculating the stability of Ca-. Early calculations that considered only valence electrons predicted that Ca- was unstable. Configuration-interaction study of differential correlation energies in Ca-, Ca, and Ca+ presents detailed calculations of energy levels.