It's called Developed Vetting. They do indeed ask very 'personal' questions that you might otherwise consider to be 'private'. In general, this is done to assess your potential for blackmail, if you are going for a post which is likely to have access to particularly sensitive material. The general advice is be honest, most things that you own up to won't be a problem, and the vetting staff will have heard them before. However, if you don't mention them at interview, and they are later found out - then you lose your clearance, and job instantly.
So when the nice middle aged man conducting your interview, all cosy in the living room at home, suddenly asks you if you have ever made love to an animal .........don't be suprised!