I believe they are asking the question for one of two reasons.

1. To withdraw the job. Doesn't matter if it is illegal or not, they can do it for another reason. In this case, the question I think they are asking is: Can you actually do the job? If you can I would say 'no' of I wanted the job and was convinced I could do it despite my mental health history.

2. To actually help accommodate you. In the case the question should read: Do you need special accommodation? If you do, is it worth the special accommodation to reveal this about yourself. If not, say 'no'.

I think people worry too much about getting caught in a lie in cases such as this. Fact is, they are not going to ever get access to your mental health records and if they are going to rescind the job offer in the event of mental illness - then you lose nothing if they do find out. You weren't going to get it anyway.