I agree that many of the questions they ask (besides the hand gun question) really aren't any of their business.
That said, if you had answered that you were being abused, or were considering self-harm of any sort, I'm quite certain their concerns would be increased for your personal safety...of course, when you're a semi annually, range qualified, fire arms owner, then you obviously take your personal safety seriously and responsibly.
I've had occassion to work with a young guy who bought a hand gun for his wife for safety. Interestingly, one day he came out of the baby's bedroom carrying the child, and there was his wife with the handgun. She told him to put the child down and come back out (which he did). Then she aimed at his chesst and shot him (at point blank range)
in the arm.

He ran out of the house and she chased him around the neighborhood trying to finish him off until the police came. Obviously she was NOT trained (or she'd have actually hit where she was aiming) and she did NOT use the weapon responsibly. Just a personal anectdote...by the way, the couple stayed together.
I understand how seatbelt usage or talking on the phone while driving impacts your personal safety (if you're responsible vs not responsible). I can imagine that responsible vs not responsible use of a fire arm is another indicator. (You're in the mid-west, you probably know the "dangers of deer camp" when guys go out drinking and hunting. Scares the bujeezers out of me! But it's the irresponsible useage vs responsible.)
I have to admit, I don't like answering a bunch of questions for people I don't know. I'd prefer to create a "person to person" relationship. Then I can decide how much information I trust that person with.