Actually, many doctors do ask about things like that - not skydiving, but more common things like pools. I’ve only been asked the gun question once, after my daughter was born, and it was within the context of a series of questions about storage of household chemicals, car seat installation, whether I had a pool, etc - general baby-proofing/child-proofing type stuff. I didn’t have a problem with it in that context, though I would have a problem if asked for no legitimate reason (which I understand happens quite a bit).