Unless the protected characteristic is in some material way relevant to the role, asking such questions is likely to contravene the law or laws establishing the protection. It's not a criminal act, but it is unlawful; to do so, without a very clear and compelling argument for why it's relevant to the candidate's ability to perform the job, places the organization at the mercy of any candidate who cares to file a claim.

This is false, it is generally not illegal to ask about protected characteristics, it's only illegal to use them in hiring decisions. The distinction is important.

The reason people avoid asking (and tell others to avoid the same) is to avoid accusations or the appearance of using that sort of information in their hiring decision. You really have no defense if you ask about ethnicity and then decide not to hire that person, it's logical that you were asking about ethnicity because you wanted to use that information in your decision.

"Don't ask don't tell" is a good policy.

Once you actually have the job it's STILL just as illegal to use this information in promotions/firing decisions. However, it comes up in casual conversation all the time. People don't fret about asking a subordinate where they were born in casual conversation.

It's more unwise than unlawful.

Fair. I sort of assumed from "don't even think about doing this unless you have signoff from general counsel in writing" that it was the latter, but on further research, I am indeed finding the former is more accurate to fact.