It is intrusive, but on the other hand, if you initially say 'no' to having a mental health problem, then get hired and someway down the line have to take time off work or require adjustments or accommodations to be made to your role, hours etc and didn't disclose, that can potentially cause problems and you may find the employer doesn't have to grant any accommodations, or even dismiss because you've lied on the application forms.
It's a tricky one...