It’s none of a doctor’s business if I have guns in the home and that’s exactly what I will tell them if asked. I’ll tell an insurance company the same thing. The very fact that they ask demonizes guns and the people that own them.
Even if true, they still have the right to conduct their business as they wish (and you to not frequent it). That said, they also ask about poisons, swimming utensils and swimming pools, without demonizing them I suppose.