yes it is completely their prerogative to ask whatever questions they want. luckily a lot of investors do ask the right questions. my observation is just that a lot don't and i wish they did because it would mean a lot more interest in series A companies.
From your lists of questions, yes, I'd say they're doing it wrong. But their questions are their questions, and you don't get to determine what they care about. It's their problem that they miss out on the next unicorn; just thank them for their time and move on to the next investor.