The most egregious interview hassle I had was with a large insurance company based in Connecticut. They had me do 1 HR phone call and then a difficult 1-hour technical phone interview. After that interview they gave me a lot of positive feedback and said they wanted to proceed, but then pressured me heavily that in order to proceed past that point, they needed a lot of specifics about my desired salary. Foolishly, I agreed to share, thinking that I didn't want to miss the chance for additional interviews.
I did not hear a word of reply from them for months, at least 4 months. Then, out of nowhere, I received what was clearly an automated email sent to many people, which said basically the following:
"Thank you for participating in our exploratory market survey for the role of 'Data Scientist' -- regretfully, we have decided to move the company in a different direction and so the position will not be filled."
That dramatically changed my perspective about how to approach job interviews, how to relentlessly avoid ever sharing salary data, etc.
That's why it struck me as so strange.