I was a little shocked one time when going in for an annual physical and was asked by the Doctor if I owned guns. He couldn't come up with a reason on what that had to do with my current health other than they were "required" to ask. I informed him that I was required not to answer.
Never had that question at any exam, but my reply would be something like "that has nothing to do with this visit" and leave it at that.
Cheers?
RR