How often does that happen though? I'm straight and I don't recall ever being asked about my family or love life in a job interview. Not that I'd keep it secret if asked, but why the hell would they be asking?
Strictly speaking, its not illegal to ask the question. However, because it is illegal to base hiring decisions on it, asking the question is legally dangerous in two ways:
(1) Asking the question in an employment interview is evidence which can tend to support that you intended to use it in a hiring decision, and
(2) The interviewee answering the question is evidence that you had the information, and thus the opportunity to use it in a hiring decision.
As a result, the usual legal advice is to strictly avoid asking the question: you can’t legally use the response, and by asking it you make yourself unnecessarily vulnerable. The idea that it is illegal to ask the question is probably a consequence of this.
They also tend to ask a lot about things that might sound innocuous, like hobbies.
If I was being stupidly honest, I could talk about my involvement in the furry community. Most furries (~80%) are LGBTQ (versus ~3% to 5% of the base population).
Instead, I make vague allusions to being a gamer. (I play video games less than anyone I know, but it's not zero, so that's still technically true.)