Asking about your religion on the census is against the law in the US:
no person shall be compelled to disclose information relative to his religious beliefs or to membership in a religious body.
https://www.congress.gov/94/statute/STATUTE-90/STATUTE-90-Pg...
> compelled
Doesn't that mean they can ask that question with an option for "rather not disclose"?
Religion is just an example. Don't dwell on it.