Why do I have 2black, 2 white, and 2 ground wires coming in from my bathroom wall? The directions for replacing an electric baseboard heater do not include this wiring scenario. It only addresses 1 white, 1 black, and 1 ground coming in.
The heater wiring that you describe most surely indicates that power comes to this heater location on one set of wires and then daisy chains on to another heater or other circuit element. The heater wires would be joined into each if the black, white and ground wires in three way wire connections. (Note the ground may actually have four connections if there is a metal electrical box is present and a ground pigtail was used to ground the box.
The daisy chain (bussed) wiring of this type would typically be used where the power on the circuit is unswitched from the circuit breaker to the heater(s) and the baseboard heaters are used with their own built in thermostats. When thermostats of the type that directly switch the AC power on and off are used, mounted on a separate wall some place, then it would not be common to see bussed wiring at the individual heaters unless that thermostat controlled power to two or more heaters. Do note that there may still be remote thermostats that connect to the heater by separate wiring (or wireless) where the power switching is still done inside the heater unit itself.