It all depends on the level of inappropriateness, how it benefits you, and your personal comfort level with it. If you're applying for a super great job, it might be in your self-interest to casually accept a few probing questions like that if you think that it gives you a better opportunity to get the job.

If you're the litigious or confrontational type, you might be able to spin this type of incident into a lawsuit or threaten them in some sly way to guarantee the job. I wouldn't do it that way or recommend doing that, but that's certainly an option for aggressive personality types.