I have been thru the UK welfare system, and they do have to ask you about self breach day to judge your stability over a period of time.
So try to understand that.
However inquiries about your sex life or preferences are unusual, unless someone, i.e. a parent has raised a specific concern.
It's not unusual for parents to look to outside factors when their children are depressed because they want to blame someone or something that isn't in their control.
Still I don't see the benefit to pushing you repeatedly.
Do you think you could say, to them,

"I have answered this question several times, I would like to know why your asking, or you think it's Important. Because I don't understand why it's Important."

Just one other question Koolz. Are you comfortable with your sexuality and gender. I only ask cos I am trying to understand why they are taking this line of questioning.
Try to stay calm. The quickest way to be rid of them is to answer their questions and move on.

Take care.