While I have never had a doctor ask me this, I know for a fact it is happening bared in discussions with friends. This article points out what I see to be a huge problem - that is that these medical associations are trying to enforce an agenda on us by way of our doctors. It's bad enough that colleges and universities are indoctrinating them as medical students (well, ALL students), but then the associations further that indoctrination and use these doctors as a vehicle to intimidate patients and infringe on a Constitutionally protected right.
As the article points out, doctors, in many cases, do not know much about firearms, and are not qualified to bring discussion of them into our medical care. They should stick to medicine and treating illness instead of extending their practice into our private lives. Activist doctors are especially horrible. They know even less about firearms, they just know that they don't like them, and thus feel obligated to make sure their patients feel intimidated with regards to this subject.
This article gives some great advice for dealing with this issue. The article mentions using patience and politeness when responding to these questions. That would be my advice as well. But as for myself, I prefer a more "in your face" approach. If ever asked about firearms ownership, I will very sternly inform that that if they insist on asking me that question, they better also ask me if I possess and typewriters, bibles, lawyers, or any of the other things that go with the other rights as enumerated in the Bill of Rights. Otherwise, the answer is "I refuse to answer that question."